After much procrastinating, some crazy needling and a few choice words... 'da bear is complete...
I was right about the assembly - sewing this guy together was HARD. I wish the directions had been clearer - but I suppose it's more knack than skill, and one of those things you get better at the more bears that you knit.
I had three big issues...
How to get rid of the leftover yarn strings? Some of them you could sew through (head through and out the bottom of the body, for example) but that didn't work for all appendages. I ended up finishing the best I could and tucking in loose ends with my needle - which was tricky.
The snout. To create the snout on this particular bear, I was to sew a running stitch in a circle and pull together to tighten and create a 3D effect. My snout is a little too low - you can't really see the mouth. Next time I need to do the snout AFTER I join the head and body together to get a better perspective.
And lastly, the arms. They're a little crazy looking. While my placement of the arms is correct, the angle at which I sewed them is not. So, this particular bear looks a little bit like a muscle man, rather than a traditional teddy with his arms fallen at his sides. So he's got some guns, so what? : )
All in all he was fun to make - and I imagine the larger sized bears (this was the "small" of the small-medium-large patterns) are easier to piece together, but take longer to knit obviously. This bear ended up about 10 inches tall.
Now, to try a bigger bear!