Die /j

No. even though humans come from apes, we don't have "fur"

Depends on how folks define the word 'furry, hehe. The word is made up by Humans to begin with. Since most Animals act on instincts and only teach the basic things to survive, it's questionable if they have opinion on the matter. From an evolutionary standpoint, Humans are the most evolved mammal on earth.
In the end, there are only theories why Apes eveolved into Humans with less and less hair on them...Wait! That's actually not well phrased. We do still possess approx millions of hair cellls on our bodies and you can find them all over the skin. They are often just short.
Hair is said to help softening impacts as well as covering the body in a bit of bacteria defending oil particles, and since we nowadays have become used to rather peaceful lives, the need of fur isn't really there anymore. Or as oone could put it, the fur is just really gone back except for the bits of hair around areas where it serves extra safety or to attract a partner. At least that's what I learned. <X3