Sometimes I ask myself that question.
Since we have to assume that there are aliens (because of the huge size of the universe). Would maybe some look like furries?
Some SciFi media do sometimes include them. For example the Caitians from Star Trek. Or the Ventrexians from Final Space. There seems to be a bias for cats :D.
It sounds nice to me to maybe have somewhere in the universe a planet that is inhabited by anthros. Even thought it is unlikely that we’ll ever meet aliens at all…
Evolutionary its very likely they have fur, if they evolve in an earth-like environment. That humans barely got fur is an evolutionary side-road which few of our ape-brothers took. Fur is useful in a lot of environments.
Likely they would have four limbs as thats the minimum to stand steady, if they got our gravity. Also likely jointed legs to be able to take falls or move fast. And a way to manipulate tools or they would never have evolved an intelligence enough to be considered anything more than animals (by human standards).