Amigurumi (the Japanese term for crocheted stuffed toys) is worked in continuous spiral rounds with a tight tension so the stuffing doesn't show through. Most amigurumi use a hook one size smaller than the yarn label recommends — that's normal and gives you the dense fabric the style is known for.
Stuff as you go for body parts that are hard to reach once closed. Polyester fiberfill is standard; pack it firmly because softly stuffed amigurumi go floppy quickly.