I got started into actually forming a fursona about three months ago, when I started considering what would work best as a representation of myself.
Having read webcomics related to mythological creatures and their attempts at normality in the modern world, I decided on mythology as a good base to start with. I eventually chose a winged lion, as it is a heraldic creature which has graced countless banners and coat-of-arms across Europe for centuries. Just like the comic I read, in which so many mythological creatures tried to get past the stereotypes of their species (Sphinxes worried of looking cumbersome when they are a royalty species, bandersnatches and jubjub birds from Wonderland trying to act civil), I decided that I am not a hunter, not dominating, and not a master of anything really. Qualities which might be suggested of a species as mighty as a lion.
Rather, I am just a normal person, trying to meet the expectations many people have of me.
The medallion my fursona wears is from the comic as well, allowing the illusion of humanity, which is related to my own attempts at casting an illusion of fitting in. When normality is not a necessity, then the illusion can give way just a bit more.
And aren't we all just trying to fit in at one point or another? To look like everyone else?
Sooner or later, it is necessary to discard the illusion, and reveal who we really are.
I find that no matter what illusions we may cast to fit in, they can only go Skin Deep.