I need to make this http://www.kasuto.net/twilight_princess/official_art/tp_art_link03.jpg the little fury creature behind the guy. I am not sure where to start It has to be that height and 3D and stand up by itself.

I have had a look at tutorials on "3D" plushies i found one for a dachshund. ANY ADVICE or Tutorials or anything to make a cow or a goat?

does it need to be person size? :P
If that... you better do it with metal wires or papel mache: http://en.wikipedia.org/wiki/Papier-m%C3%A2ch%C3%A9
There are lots of tutorials! it might be easier, also to make that shape...
if it's super small you should draw a small pattern to follow, it would make it easier :p
I would start with a bull-ish body and then the head in 3 pieces and the horn at the end.

thanks my dear. I never thought of paper mache and foam and then I can cover it in fur lol. Thank you that is awesome

Oh, I hope it helped!
I just lost my sewing machine so I was kinda lost in action xD
Could you find a papel mache tutorial fitting your needs? :)