Scraps of fabric
Optional: Ribbon, embroidery thread or other embellishments of your choice!
I recommend a lightweight wool or wool blend as my first choice. Anything heavier than this will create a challenge when turning the bunny out after sewing. You could use an ultra fine cashmere or angora sweater if you are wanting a very soft bunny.
Linen or cotton will also work - however, something with a slight “give” in it gives a superior result.