For those wondering, for my Springtrap cosplay, the head is completely made out of Polyurethane Foam (or Upholstery/Bedding Foam). To give the body more rigidity I opted to go with a single base layer of EVA foam covered with Polyurethane foam. You can get a variety of different thicknesses, so if you want a smoother finish you can use a really thin layer of Polyuerthane foam for your final layer, or you can seal with liquid latex, or cover in fabric and then paint with liquid latex (good ways to “skin” monster projects).
I chose to seal my foam with plastidip and spray paint to give it a more exposed and rough look, but if I was doing the original FNAF cast or the Toy FNAF characters I would definitely have skinned them to give them a more smooth, finished appearance.
Hope this helps!