The way I see it, we can subjectively believe what we choose, but our connection to objective reality is on a blurry line. Because of this blur, when it comes to interactions with the world a logical outlook that encourages less conflict and more harmony are only beneficial to us, and are ideal. What we believe within is our own business as long as we find our own rationality for it, and all those crunchy bits about morality and such. You can believe you are a pink elephant as much as you want, but if you aren't one, it wont make you any more of one.
In the case of furries and otherkin, you can fancy yourself a fox or that you share a soul with a dire weasel from pre-history, but don't get defensive when I ask you to see me on a human to human level. You respect me, and I'll respect you- as I'll assuredly respect you until you disrespect me. =D