What is it: To be fair, a "furry" can just be a person who likes to dress in anthropomorphic animal costumes and attend conventions of other people dressed up like pandas or gorillas. But then there are the furries who like to wear sports mascot outfits and do it "giant penguin"-style.
Why it's dumb: It's just a twisted cross between bestiality and Saturday morning cartoons. Stuffed animals are cute. Stuffing an animal is just weird.
Alternative kink: Wear Care Bear-themed underoos instead of dressing up like an actual Care Bear.