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Everybody has their own idea of what kind of animal it may be - the safest bet is "Unspecified Pet", which takes in most, if not all, of the Animal Kingdom.
First step is to glue the legs onto the body. It's best if you check them to make certain the critter stands up properly and doesn't lean over or downright take a tumble.
Now add the head and tail, then the eyes. No ears are necessary, and probably aren't possible, given the position of the eyeballs.
You can paint it or leave it naturally rock-textured. If you decide to leave it natural, it will look like the photo, which happens to greatly resemble the more commonly found terra-cotta Neo-Assyrian, Babylonian and Roman children's toys of the ancient world.
Be sure to sign on the bottom of the hardwood base, although if you prefer, you can sign it on the top, if you want the signature to be visible.