Your friend sounds like he's in the closet about being a fur. Haha. My boyfriend, before we were together would call me out on being a furry all the time, and at the time, I didn't know what one was. Turned out later, he was one, too. Oh the irony.
As for being odd or weird... We are. There's no doubt that pretending to be an animal isn't a normal thing in today's society, and well, you've got to get used to the fact that it's not. We can't stand alongside normal people in fursuits, cat ears, and collars and claim that we are as normal as they are. I mean we're strange because we are heavily into abstraction, suspending our belief for a few moments to believe that we can connect with animals, or be one. Strange isn't always a bad thing, though. I think if you choose a lifestyle or hobby or anything, you need to be prepared for things thrown at you if it's not considered normal and not let if rub your fur the wrong way (no pun intended). You are who you are, and there is no changing it. If someone can't accept it, you didn't need to be around them anyway.
I am also one who considers it more of a hobby or interest than a lifestyle, but again, I've had no problem answering questions. More often than not, it clarifies things that people have assumed from stereotypes and if it didn't, then I guess they're idiots or not open-minded.