I was surprised to see this, Michen ^^
I think it was a very bold and daring move you did by drawing this, I'm proud of you that you feel open to talk and draw about these things. I think it was a nice touch you made Jesus look more as a furry. Heck if we're going with the phrase: 'God loves all', then he would love furries too.
I understand why some people might be against it, not necessarily Christians, but I understand why they might think in particular as this being 'wrong' or offensive.
I like the drawing and what you did to symbolise it with.
As for some further commentary/critique (hope you're ok with that?
): You are very aware of yourself certain things that can be improved upon, which is a good thing. Otherwise you cannot start to improve on things if you want to. I agree, you can make the shading more visible. I do see the shading, but I think you might need to 'expand' the area of where you shade, you keep the shading too close to the lines. If that makes sense.
I think the head could be drawn a bit larger in comparison, the lower legs/feet a bit longer. I noticed the head also doesn't have ears, but you seem to portray a feline (lion?), maybe you could add the ears next time and a mane?
I assume since you wanted to portray Jesus that the furry shown is a male, but the chest you drew seems to look more feminine. When drawing males be aware males have more 'hard' edges. So rectangular shapes apply more to men. Round shapes more to women.
Once again, I like the symbolism and I think you made a daring move there. Well done