Answer: It helps animals adapt to their environment, either as a predator, or as a prey.
Explanation: Take the arctic fox for example. The snow-white fur that it possesses enables it to camouflage against the snowy terrain in which it lives. Despite the fact that the arctic fox is a predator, this ability of animals with camouflaged fur enables prey to hide and/or escape their hunters.
Not only this, but fur also helps many animals endure the cold weather, such as the polar bear. Hope that that was thorough enough!