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Yuki was seen having Guuma-chan with her in chapters 4, 5 and 35 and in episodes 1.
At the end of chapter 48, it is revealed that Ruu's true identity was Yuki's Guuma-chan.
In the anime adaptation, Megu-nee appeared to be a big fan of these since her room had a lot of them, in episode 3.
Yuki appears to talk to the bear sometimes when she's speaking to Megu-nee (she says good morning to Megu-nee in one episode but is shown to be talking to the bear).