I need to make one for my little 3 yr old cowboy who just got a hat..

I have a stick,,but how would you go about making the head?

There are lots of ways to do this. Two of the easiest:
Take a tube sock and stuff it really full. I then cut out ears and a mouth out of felt and stitch them in place. I use either yarn or ripped fabric strips for the mane. Just thread them threw a large yarn needle and stitch loops. You can either cut the loops or leave them that way when you finish. Buttons for eyes, and then a piece of thick cording tied into a halter and stitched into place.

The second is to just take felt or thick fabric (I like denim) and trace a pony head and neck onto it (it's basically a large upside down L with curves) sew 2 pieces together and embellish like above. (you can also make it in three pieces if you don't like the flat look (side, side, and kind of a strip for spacing in the middle.)

I then take a gathering row of stitches at the bottom of the neck (leave a few inches of loose fabric at the bottom), put the stick in and keep stuffing and moving until it's secure. Then I take rope or cording and tie a loop around the bottom and then go around a few more times, pulling the cord threw so I have a knot (I also sometimes anchor the knots with glue or epoxy.)

I really wish I had pics. Does this make any sense?
-H

it does totally..I actually just drew a head outline, and dug some really groovy leopard print fleece out of my drawers,,I think a leopard print horse is just perfect! I am printing out your tips..:)