I had a dream about hyenas.
I know that sounds pretty lame. I'm not really sure what caused it, I don't have furry-related dreams. Hell, my dreams are usually pretty boring. But this one was about hyenas for some reason. The next day I was idly doodling in a notebook instead of studying and I was thinking about the hyena dream and I drew this very rough drawing of a little hyena guy.
A few weeks later I was introduced to Second Life and I knew pretty quickly I didn't want my avatar to be a human (this is back when you could only start as a human, I think nowadays you can immediately start with a furry avatar) so I went to a store in game with a bunch of free furry avatars of different species. I saw there was a hyena one and picked that.
Fifteen years later, here we are and my main character is still a hyena.