Yeah, like everyone else here said, I'd imagine that pokemon like Eevee and Pikachu would have fur. Ekans would have scaly snake skin. I'd say Pokemon like Mewtwo, Machop, Jynx, etc. would have humanlike skin. I personally think Gardevoir is furry, because it looks like it has little tufts of fur on the sides of its face. Plant-like pokemon would feel like plants. Koffing would feel like a rock or something, as would most rock pokemon. Steelix would be made of steel.
I don't have anything else to add, so I'll stop rambling now XD.