Because my other 2 were so old and looked more like hair than fur ;.;
Step 1 - Make a blob of color. You can add some base shading like I did(use burn/dodge or watercolor), but it's not mandatory.
Step 2 - Use the burn tool, size 1-2 and opacity around 100, and make 'spear' type shapes going in the direction you want your fur to go
Step 3 - Use the burn tool with opacity 30-50 if you don't have pen pressure, or 50-75 if you do have pen pressure. Shade your fur on the same side for each piece.
Step 4 - Use the dodge tool, size 3 opacity around 60-80, and make highlights on the opposite side of your fur.
Step 5 - Use the smudge tool, size 6 opacity 15-20, and blur your fur a bit so you don't have all those outlines. You can also do some lighting or shadows on the fur and some other small touches and whatnot.
Prehistoric Old tutorials: V1 V2
Feel free to suggest more tutorials, here is my current list:
Paws
Open mouth on canines/felines