The best advice: Don't be afraid. Of anything.
Learning to build puppets is not an all-at-once thing. And there are no pat answers to any given question. The best thing to do is covenant yourself to experimentation, learning, testing, and yes... failure.
Using the techniques and patterns available at ProjectPuppet dot com will get you launched in the proper direction. And it is a treasure trove of info that you will have a hard time finding anywhere else. But don't just stop there. Play with materials. For example, not ALL puppets (even Muppets) HAVE to be made with antron fleece. Try something else and see how it works.
Give yourself permission to explore and even make mistakes. Because I can tell you that the only difference between a professional and an amateur is that a professional knows how to cover up their mistakes!
-Gordon