Fur, source of insulation for mammal (5)
I believe the answer is:
coati
'mammal' is the definition.
(coati is a kind of mammal)
'fur source of insulation' is the wordplay.
'fur' becomes 'coat'.
'source of' suggests taking the first letters.
The initial letter of 'insulation' is 'i'.
'coat'+'i'='COATI'
'for' acts as a link.
(Other definitions for coati that I've seen before include "Racoon-like omnivorous creature of Central and South America" , "carnivore from South America" , "consumer of flesh" , "beast" , "Tropical animal" .)