Here are the instructions for my Pony plushie!
I am not the greatest at explaining things so if you get confused, leave a comment and I'll try my best to help.

Text-only instructions: [link]

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Pattern

Page 1: [link]
Page 2: [link]


Supplies

Material (see below)
General purpose thread in matching colors
Small, sharp scissors
Hand-sewing needles
Polyester fiberfill (stuffing)
Marker and cardstock


Supplies that aren't absolutely required, but make life easier

Beeswax - run the thread through it before sewing to prevent tangles
Locking forceps - aka hemostats. Help with turning ears and legs
Curved needle - good for finishing seams
Plastic "beanie" pellets - weight down the legs to make the plushie stand better


Material

There are several choices for fabric, each with good and bad points.

Felt
pros: Very cheap, comes in lots of colors, available in craft stores.
cons: Shows stitching, hard to turn.

Fleece
pros: Comes in lots of colors, easy to work with, widely available.
cons: Shows seams, can stretch and distort the shape, can be expensive.

Minky
pros: Decent range of colors, very soft finish, good for smaller plushies.
cons: Hard to find in stores, very floppy so it requires interfacing, shows seams.

Faux Fur
pros: Very cuddly, doesn't need interfacing to hold shape, seams barely show at all, good for big plushies.
cons: Can be expensive, usually less colors available, slightly more difficult to work with.

If you're using felt, fleece or minky, I strongly recommend you use iron-on interfacing. This is a thin material which keeps the fabric from flopping around and stretching, which can make it hard to sew and distort the pattern. Interfacing also makes it much easier to trace the pattern onto the fabric.
Cut the interfacing to fit and place it on the back of the fabric, rough-side down. The roughness is a heat-activated glue which melts when you iron it and adheres the interfacing to the fabric. Follow the instructions that come with the interfacing.

You'll also want to decide how you're going to finish your pony's mane & tail and facial features. Some choices for eyes and cutie marks are: iron-ons, embroidery, plastic safety eyes, felt, fabric paint. For mane, you can use yarn, embroidery floss, sewn shapes, cut felt or faux fur. I've included a generic tail pattern as a guideline, but there are so many different manes you are best off designing your own.