Αυτός/αυτή/αυτό are both personal and demonstrative pronouns so they can be translated as either he/she/it or this. However, in English, only pets are referred to as he/she, therefore you wouldn't really say 'She is a bear'.
Bear is feminine, so it takes αυτή as the pronoun. But bears generally are animals, not people, so "it" is implied, not "she". But if you were explaining what costume your sister were wearing, then "she is a bear" would be the correct translation.