First we have to define what is meant by the question. When you refer to large, furry and feathery animals, I will assume you mean birds, and mammals. Even mammals that live in the water, and don't look like they have fur, have some form of it. So I will look at your question as "what percentage of all animal species do birds plus mammals comprise?". The short answer is, a small percentage. The numbers vary depending on what source is counting, but mammals plus birds make up a small percentage of the species of animals, anywhere from 1-10% of all species--again, these numbers vary, as some take into account the huge numbers of yet-undiscovered species of insects assumed to be out there. There are only about 4,000 species of mammals and 10,000 of birds, but about 350,000 species of beetles!