Draw the shape of Oh Totoro on a piece of poster board. I freehanded it, while looking at a picture from the movie. Cut it out, and use it as your pattern. To make him as big as I did, try to draw it as big as your pieces of felt will allow.

Trace onto 2 pieces of grey felt, and cut out.

Cut out a large, roundish shape from beige or white felt, for Oh Totoro's tummy, smallish white circles for eyes, and a black nose-shape. Make sure you look at lots of pics of the original character, as reference.
Stitch these pieces to the front/top piece of grey felt.

Embroider on eye pupils, whiskers, and the little upside down V marks on his chest.

Blanketstitch the front and back pieces together, leaving a hole to stuff through, then stitch the hole shut.

To make Chuu and Chibi Totoros, draw a blue oval(for Chuu) or small white circle(for Chibi)shape, with ears(and feet if you like), on a piece of poster board, cut out and use as a pattern. Add details similarly to the way we did with Oh Totoro. Sew sides together, stuff, and sew up the hole. To add a tail, cut two triangles out of coordinating felt, sew together, invert, stuff, tuck edges under, and stitch onto back side of character.