This was done with the 44 peg 1/2 gauge CinDwood loom, but pattern includes 36 peg loom.
The pattern uses lions brand hometown yarn, you will need a full skein of your base color, and a skein for your eye area and spine, then a skein for your horns.
This is a difficult pattern and another pattern I would not suggest for beginner knitters. Please try the owl hat first to get the general idea of the feel of how this kind of hat is put together.
You will need polyfil and some crafting clay to create eyes for this project.