It would probably be way easier and way less expensive to use faux fur. I see using a real pelt for something like the Stark's cloaks, but a huge mascot costume really isn't going to look better that way (and in fact might be worse off).
Head over to the "Sewing" or "General Construction" forum to ask this and/or search for "faux fur" on here and in Google. You'll likely find something suitable fairly quickly.
Disclaimer : This post written by a Grumpy Old Man
Actually in the pipes:
- Remaking Ser Loras doublet.
- Luke Skywalker, A New Hope
- Wind Waker starter costume in swim material
Eventually: Paul from Dune, Faramir, Harry Sullivan