I ask this question when I hear people say "furry pride, I have furry pride" :/ usualy you act like that if your being persecuted in some way about being a furry
furry means different things to different people... it is a fandom as was mentioned, but some look at it in a deeper and more spiritual and personal way. My fursona was chosen by fate... like a best guess at the time, but when I took a much closer look at the personality traits associated with animal spirits.. as in shamanism.. it matched me spot on.
The furry fetish, however... Eeeh I think that's down to environmental influences.