You have copyrights the second you create an original work. You can register those rights with the U.S. Copyright office if you need to litigate them. Copyrights only cover words and pictures, not things. You may need to patent your idea for real protection. If you have a cute name you'd want to trademark the name.
Trademarks are available at the state and national level.
Find a patent attorney. But remember great ideas draw competition. You're going to need to out smart the competition first whether you can arrange some sort of legal protection or not. Give them a look. I know how to put hair on but explaining it may be hard because I talk with my hands a lot.