From the Sonic News Network Wiki:
Lanolin is an anthropomorphic sheep with cloudy white wooly fur on her head for hair, a light tan muzzle with a black/salmon nose, and slate blue eyes with two eyelashes on each one. She possesses black/brown pointy and stubby horns on top of her head, droopy medium-long ears with light tan canals, and black/brown hoof stubs for fingertips. She also has a large tuft of wool on her forehead while the rest of her hair is kept in four buns.