I heard that copying someone else's art is wrong. But is drawing and painting a minecraft mob exactly like the original wrong too?

It is illegal if you intend to sell it as your own work. If you are drawing for your own pleasure, there's no problem.

You draw, you can copy and you can show off for personal purposes but you must at all times mention and credit the original. How else will you learn if not by copying first, right? What's wrong is earning a buck for an idea or concept that's not yours in the first place.

Learning by copying is an established route for artists.

You are trying to learn how and why an artist has made the decisions they have (not just slavishly copying).

And that is what you might have done - but it is not a finished work, think of it as your exercise books from school, you would not post scans of those.

Now that you have done the exercise, take what you have learned and apply it to a new drawing - instead of trying a wolf perhaps try something that could be similar - like a leopard - what adjustments and developments you might make to create something that is more leopard-like.