First I bought four different kinds of yarn: different colors and textures. Then I crocheted the cap and just followed the directions in the pattern. The only things I changed were the length of the pieces of yarn and I added ears made from the costume material.
Next, I just used an old pattern for Halloween costumes (the kind that you can use to make a miriad of things by making a few changes: a dog, cat, cow, etc.) and sewed more yarn around the neck (to finish the mane) and the sleeves, legs and tail.
The mask was also a free pattern I found on the internet (http://www.michaels.com/art/online/projectsheet?pid=k00251). I made some adjustments to it also, because I didn't need the mane part. I made the pompoms from one of the yarns I used for the mane and covered the "lone ranger type" mask with the same fabric as the body.