Some members of the fandom prefer the term "fuzzies" because of bad press painting furries as sexual deviants. (Though there is a small though verbal minority in the fandom who are fetishists and/or sex deviants, the vast, vast majority are like members of any other fandom, such as Star Wars fans, Trekkies, and RPGers.) "Fuzzies" don't want to be associated with the bad press, and is sometimes used by professional costume performers in place of the term, "furry."
Furry: What do you mean by that, sir?
APG: Well, if you are, we can't have that. If word got out we were hiring furries, we'd lose all child sales!
Furry: Um... No, sir, I'm a fuzzy.
APG: What? o.o
Extra long showers usually help somewhat, but nothing but time will cure your uneasiness.
If you think of a "buzz" as a pre-drunk state, being fuzzy is the post-drunk state. The outlying cause is the alcohol still being worked out of your system long after you've awaken, one molecule at a time.
kid1: "Dude I'm mad fuzzy."
kid2: "Me too."