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Yeah, definitely. Furry encompasses basically anything that's a non-human anthropomorphic creature. I've seen fursonas based on birds, sharks, dolphins, turtles, rhinos, dinos, frogs, hippos, orcas, dragons, reptiles, plant creatures... hell, there are alien species like sergals and avalis, anthro/machine hybrids like protogens, and even entirely robotic characters.

It's just called furry because furred species are the most common, and the original community that splintered off from sci-fi conventions in the 70s and 80s and grew through fanzines pre-Internet largely used furred species for their characters. ("Fun" fact, the early community had a lot of skunk characters, which is why one of the first derogatory terms for furries was "skunkfucker.")