Experiments
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Or, just like dinossaurs, we don't know how they actually looked like because fossile records only contain bones.
Other tissues can become fossilized but it's less common as the conditions need to be just right. That's how we know some dinosaurs had feathers and what their skin texture was like.
Cambrian genera like Hallucigenia completely lacked bones and we have numerous fossils of them from deposits of shale. That's how we know what they looked like: tiny Lovecraftian horrors.
we know almost exactly how psittacosaurus looked:
How
80's haircuts
https://www.youtube.com/watch?v=ueoeO_9Eu_E
https://en.m.wikipedia.org/wiki/Psittacosaurus