It is in an area only a certain form can reach, who can interact with the stone monuments you might have already seen scattered over the different plains.
Fur drops pretty much from all enemies with fur. And wood can drop from plant type enemies, the mushrooms enemies in the forests or also the cactus enemies in desert. If you have the monster book app already, it also shows all possible enemy drops as well.
Golden egg on the other hand can be found in a tree but a certain form is required to climb up trees.
You need to change into the form you got from the hidden woods, who's ability it is to interact with plants, and interact with the soil. You also need to have some fairy seeds that you can plant first. These can be found all over the world.
Hope this helps, feel free to ask if something is still unclear!