Ghost of a Tale
A grimdark stealth adventure as a mouse against a kingdom of rats and other creatures. Quietly solve environmental puzzles while dodging guards and monsters, or probably die of some horrible fate.

Moss
Third-person action/adventure for VR, also as a mouse. I own this, and I should really play this. It was maximum cute when they showed the main character using sign-language to introduce themselves in a marketing video, and I'm super curious to know whether they carried that idea into the full game.

Freedom Planet
2D side-scrolling platformer which started its life as a Sonic the Hedgehog fan-game, then went legit as their own IP. Might be a little too girly at parts if you're a dudebro.

I would plug Dust: An Elysian Tale again, a side-scrolling action game as a squirrel(?) swordsman, but I'm biased because I'm amazed it was almost entirely the work of one guy. You might recognize Fidget from posts here.

Honorable mention:
Ori and the Blind Forest
Though not specifically furry, it features a couple of anthropomorphs and will probably appeal to furry sensibilities. Also just simply gorgeous artwork in general.