Edited to add that these little black noses are kind of hard to find at the moment, but Britni @ Specialty Shoppe is currently shipping orders. She has the 14mm and 15mm noses in several colors:
https://www.etsy.com/shop/SpecialtyShoppe

These two characters are very similarly constructed but in the end, turn out quite different indeed!

You will need small amounts of worsted yarn in the colors you want to use, a set of 6mm black plastic eyes for each animal, a 15mm black plastic nose for your dog, black embroidery floss for your lamb, polyester fiberfill, a yarn needle, and a set of US3/3.25mm double pointed knitting needles.

You will need to be able do knit in the round and do simple increases and decreases.

Note: for my lamb, I used a boucle-textured yarn in white for his secondary color. This is not necessary, as you could just use white, but it is a fun way to use up some textured yarn that you might not know what to do with.