I had a strong desire to knit Helen a lamb for Easter this year because the lamb is a symbol of Christ (Catholic Culture: Easter Symbols and Food). So I found this Lion Brand Free Pattern (Ravelry Link) and started working.
Each piece is knit flat on straight needles and then stuffed and sewn together. I recommend either knitting the pieces in the round instead or leaving very long tail ends (6-8 inches) to use for the sewing up.
The pattern has all four legs the same length, I chose to make the arms about 5 rows shorter than the legs.
When attaching the arms and legs, I cut a long piece (2 ft) of ivory yarn and pulled it halfway through the center bottom of the lamb. Then using one side of the yarn for each leg, sewed the legs to the bottom of the lamb. I then wove the yarn ends up through the body to where I wanted the arms placed and used the remainder of each end to sew on the arms. In doing this, I limited the number of ends of would have to sew in and hide to two instead of eight if I had used a separate piece of yarn for each arm and leg.
The pattern did not specify whether to sew the shorter or wider edges of the ears to the head. I chose to sew the shorter edge to allow for a larger ear.
And, no surprises here, Helen already loves her little lamb... baaaa.