Kay, I don't know this character, and I'm no expert seamstress, but here's what I see:
1) It seems that the sleeves are either a. two pieces of fabric or b. a special pattern. I would go with two pieces, since that's probably a little easier. Basically, make a larger section and a fitted one, and gather the larger one and sew it to the fitted one.
Although after looking at the picture again, that might not be right. I would suggest looking at other peoples' cosplays of that outfit and see what they did.
2) It's a dress, but you could do two parts, the top and the skirt. For the skirt, cut it longer than your waist and gather it in the back/wherever it needs to be poofier.
3) Again, two options, a. petticoat or b. get tulle and fold it in half, so there's a pocket sort of thing, and stuff it with stuffing and sew it into where the top and skirt meet. Petticoat is probably way easier, but you'd want to get a long one from what I can tell in the pic.
You'll probably need more than four yards. A lolita skirt with an elastic waistband takes me three yards.
Anyone who knows better than me please correct me, since I'm still pretty much a newbie to sewing myself.
