The first thing I would say is that removing pen marks from fabric can sometimes cause more damage than leaving them - but as long as you are aware of that then you should be fine. Also make sure that the plush fur is colour fast by testing a small area. And it depends on the type of pen - permanent markers are incredibly tough to shift but a ball point pen mark may be movable - as well as how long the stain has been there as if on the surface no problem if its been allowed to soak into the material that could be an issue.
I have 2 options you can try if you are brave
The first one is one my friend uses all the time and swears it works on her fabric sofa - hair spray. Literally spray it on the area, allow it to soak in for 15 mins, spray again and then wipe clean. Personally I have never used this trick and I would only recommend it for fabric as hair spray can be a touch aggressive on some hard plastics and actually melt it if applied in quantity and left to soak.
The second I have used on plush and I have found it to work when the stains are relatively recent.
- Pour milk or squeeze toothpaste into a mark - rub it completely into the mark and allow it to soak for 15 mins.
- Fill a basin with water [hot ideally but cold if the material is not colour fast] - mix in about a half cup of white wine vinegar and just under a quarter of a mild colourless soap. Add the item and squeeze the water mix into the milk or toothpaste covered area. Scrub with a toothbrush or nail brush - make sure you brush in all directions to get to all sides of the fur.
Good luck if you decide to go ahead!