I have no idea where Lewis Carroll picked up the notion that pixies are covered in fur; I suspect he made it up: but I thought readers of this blog might enjoy this amusing little piece of juvenilia from Carroll's family journal 'The Rectory Umbrella. It appears under the sub-title: 'Zoological papers' and the point - if point there be - is the straight-faced, mock-academic style (with footnotes).
Zoological papers: Pixies
The origin of this curious race of creatures is not at present known: the best description we can collect of them is this, that they are a species of fairies about two feet high, of small and graceful figure; they are covered in a dark reddish kind of fur; the general expression of their faces is sweetness and good humour; the former quality is probably the reason why foxes are so fond of eating them. From Coleridge we learn the following additional facts; that they have ‘filmy pinions’ something like dragon flies’ wings, that they ‘sip the furze-flower’s fragrant dew’ (that, however, could only be for breakfast, as it would dry up before dinner-time), and that they are wont to ‘flash their faery feet in gamesome prank,’ or, in more common language, ‘to dance the polka like winking.’
From an old English legend which, as it is familiar with our readers, we need not here repeat, we learn that they have a strong affection for raw turnips, decidedly a more vulgar sort of food than ‘fragrant dew’; and from their using churns and kettles we conjecture that they are not unacquainted with tea, milk, butter &cc. They are tolerably good architects, though their houses must unavoidably have something the appearance of large dog kennels, and they go to market occasionally, though from what source they get the money for this purpose has hitherto remained an unexplained mystery. This is all the information we have been able to collect on this interesting subject.