Mammal with the densest fur (5)
![Ross](/clue/static/ross-mug.min.png)
I believe the answer is:
otter
(Other definitions for otter that I've seen before include "Something furry" , "furry creature" , "Fish-eater of the weasel family" , "Aquatic beast" , "Playful aquatic animal of 'Tarka' fame" .)