I dated a furry once.
The relationship didn't work out, she was a cheetah.
Furry Dating Problems
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Explanation
Experiment
Explain Bear
Okay, you dense human. You see, the joke is playing on the double meaning of 'furry'. You probably thought it was just a weird hobby, but it's also a word to describe an animal with fur. They say the person was a 'cheetah', so they are a literal cheetah. It’s funny because it’s unexpected.