The description of the fur that Miss Brill swathes herself with in the first paragraph of this excellent story gives us vital clues about the character of this poor, lonely lady and the half-life that she somehow manages to eke out every day. The affection she feels for her fur and the pride and excitement she has in donning it again only serves to emphasise the kind of empty life she leads and how much time she spends fantasising over how she imagines herself to be perceived by both herself and others. Consider the description that we are given in the first pargraph:
Miss Brill put up her hand and touched her fur. Dear little thing! It was nice to feel it again. She had taken it out of its box that afternoon, shaken out the moth powder, given it a good brush, and rubbed the life back into the dim little eyes. "What has been happening to me?" said the sad little eyes. Oh, how sweet it was to see them snap at her again from the red eiderdown! . . . But the nose, which was of some black composition, wasn't at all firm. It must have had a knock, somehow. Never mind–a little dab of black sealing-wax when the time came–when it was absolutely necessary . . . Little rogue! Yes, she really felt like that about it. Little rogue biting its tail just by her left ear. She could have taken it off and laid it on her lap and stroked it. She felt a tingling in her hands and arms, but that came from walking, she supposed. And when she breathed, something light and sad–no, not sad, exactly–something gentle seemed to move in her bosom.
The sad fact is that Miss Brill is shown to have more of a relationship with her "little rogue" of a fur than she does with her fellow human beings, who, it is clear, only look at her as a sad, lonely old woman and an object of ridicule. The affection she feels towards the fur, an inanimate object, is exemplified through her addressing it as a "little rogue" and the way that she imagines it being real and alive. This act of fantasy is of course paralleled at many other points in this short story, when Miss Brill constructs her own elaborate fabrication of her life to endow it with importance and purpose.