Pattern. Your pattern will tell you how much mohair you need, the size of the eyes and the joints required.
Tracing paper or lining fabric. You will want to transfer the pattern on to another medium to reuse the pattern, as well as make it easier to layout this pattern on to your mohair. Each bear maker has a prefered method for doing this and you will work out what works best for you.
Mohair or synthetic fur. In general, a 10 inch (25 cm) bear will need 19.5" x 13.5" (1/8m) piece. Anything bigger will need more fur. Smaller bears require mohair with a shorter pile. You will get the hang of selecting the right mohair for your bear with practice.
Suede or leather for foot pads. Most patterns call for a complimentary (or even contrasting) fabric for your bear's foot pads, paw pads and inner ear. A small square of ultrasuede is commonly used and easy to work with.
Eyes. The most commonly used eyes are made of German black glass with a wire loop at the back for attaching it to the bear. If you are making a bear for a young child, you will need to use safety eyes which are attached before stuffing your bear's head, and not after.
Joints. Your pattern will guide you as to the size and type of joints required. The most common types of joints are lock joints and cotterpin joints. Cotter pin joints need fewer tools and allow for more mobility in the joints of your bear.
Thread. You will strong sewing thread that matches the backing color of your mohair and a thicker embroidery thread for the nose. You may also want a stronger thread for the positioning of the eyes and ears as well as these are often quite fragile.
Filling. You will want to select a good quality soft toy stuffing that you can find in most fabric stores. Teddy bears need a lot of stuffing to make and keep their shape, so you will want a good-sized bag. You may also want to get plastic or glass beads to add weight to your bear. This will add a touch of authenticity to your bear.
General sewing supplies. This includes scissors, marking pens, and needles. You will also need extra tools such as pliers for both the eyes and joints. These will also help with stuffing your bear. You will want to start collecting more specialized supplies, such as awls and mohair brushes.
For more in-depth information and techniques, invest in a good teddy bear making book. These are invaluable as a resource as your passion and skill for teddy bear making increases.