A LOT goes into picking a character for yourself, most popularly known as your “Fursona”. One doesn’t -need- to make one, to be a Furry, as Furry has been defined as being a fan of anthropomorphism, and not necessarily meaning that you have to make a character for yourself. I know several Furs whom don’t have Fursonas that they identify with, nor do they have characters that they roleplay with, etc. This is a rarity, of course, but it deserves to be said, none-the-less.
Now, most Furries tend to pick their Fursona after a period of introspection: Searching deep within themselves to see which animals they believe that they most associate with, for whatever reasons they believe. Because of this, it is important to remember not to generalize too much, because much like dream interpretation, everything about it is completely based off of the creators perception!
This means that the person could’ve chosen a wolf as their Fursona, because they view themselves as a loner, which is an interesting archetype, despite the fact that wolves -actually- prefer to stay in packs most of their lives. Also, take myself, for example: my Fursona is a mouse, and so most people would sooner assume that I’m a small, meek and easily-spooked creature, because those are all basic stereotypes we’ve come to associate with mousedom. Alas, for me, I chose mouse not only because of the hint of Redwall influence in my life at the time, but moreso because mice are -extremely- social and communicative creatures, whom are also extremely clever. See the contrast? It’s all in the eye of the beholder!
Now, not everyone takes Fursona/character creation that seriously (much to many Furs’ dismay), and instead of having it be something of a introspective or even spiritual journey of self-understanding, many Furs pick something that they deem is “Cool” or “Powerful” or of the like… Something they idolize, and wish they could be, themselves. This is, not surprisingly, very popular amongst many Furries who pick Fantasy-based creatures, such a Dragons, Unicorns, Kitsune, Gryphons and the like.
With this type of choice though, comes a stigma: Many people feel that those Furries who chose fantasy-type creatures to be their Fursonas are trying to compensate for some insecurities within themselves, seeing as things like dragons are the pen-ultimate, omni-powerful creatures of strength, magic, destruction and all of that, it would be easy to come to that conclusion. And with such stigma, people tend to be wary of wanting to roleplay or even communicate with them altogether, seeing as they are deemed as, “Ovar 9000!”-type characters to begin with, and people don’t enjoy roleplaying with characters that are, in essence, giant Mary Sues (popular term for perfect characters that everyone loves, and is amazing at everything, for those whom weren’t aware)
However you come to your decision, Anon, I urge you to try your best to take it seriously, and contemplate. Your Fursona is a reflection of yourself, and is often the face of the first impression that people form of you. More importantly, there is also a bit of a stigma that surrounds people whom change their fursona (and it gets worse the more often one does it), as being unsure of themselves, or flightly, or impulsive, because “If they’re changing Fursonas now, that means they didn’t take it seriously the first time, or they don’t understand themselves” which is a common ideal.
Most importantly, social ideals and behaviorisms aside, you need to pick a Fursona that makes YOU happy. If you aren’t happy with it, then it simply isn’t the right one, and if you’re not happy, then there really is no point to having it in the first place! Don’t worry about the social stigmas too much, as Furries are quite understanding of those whom are new to the Fandom, and are just beginning their journey of self-exploration, and are almost always very accepting and accommodating for those whom would like some help from a guide, or a teacher!
I sure hope that helped, Anon! I know my answers are often long and winded, but I feel that every question deserves an informative, logical, thorough and even-sided answer!