Assuming your breeds are intelligently chosen and your coop well managed (i.e. sufficient ventilation, to ensure dry air, without draftiness) you do not *need* insulation as such... but it offers some real advantages in terms of ease of management and chicken comfort, so if you feel like insulating you will not regret it. (It has no down side except the initial cost/work, and can often be done with free/cheap scrounged materials if you prefer).
Tight carpentry will discourage mice from living in it; and they'll be less likely to move into (or make a mess from) rigid foamboard than if you used batts or styrofoam. Although the latter two work fine from an insulation standpoint.
I am a big fan of insulation, although, again, unless you are getting to -40 or something like that your chickens can probably survive without it.
You want a SOLID (not wire mesh!!) floor, either the ground or a raised wood floor on joists. Bed it well with shavings or whatever you're using.
Just 2 hens don't need much space but I'd really encourage you to build larger than their minimum needs -- they will be happier and healthier, your management of the coop will be easier, and it'll provide room for more chickens in the future
(it is easier and cheaper to build larger in the first place than to try to enlarge an existing structure). Most people here would say 4 sq ft per chicken, but I'd encourage you to go at least 4x8 for the coop, and a run as large or (for more than 2 chicken occupancy) 2-3 times as large.
Coyotes can be kept out with good fencing; bears however are trickier. If you have bears coming through regularly it might be worth putting up electric fencing -- *intelligently designed and properly installed*, which is not how *most* people put in electric fence! -- possibly around the perimeter of your yard (or etc) rather than just around the coop (the further bears stay from the coop, the less likely they'll get motivated to try to find a way around/thru the electric fencing).
Good luck, have fun,
Pat
