Any intervention by yourself is likely to do more harm than good, at this stage. It would introduce more shame into a natural expression of his sexual interests. The difference between a mental illness and a quirk is if it does damage to his life - rather than worrying about his fetishes, you should be more concerned with whether he's getting adequate socialization, and learning his boundaries and conversation skill with others.
If it helps to know, furries aren't all degenerate asocial loners without any romantic prospects to hope for. I know several that are married, and have been so for years or decades. It's a subculture, nothing more - if anything, it increases his dating prospects, because it gives something in common that's easy to talk about. Your son is as normal as anyone else in this world - give him his space, love him for who he is, and let him learn how to deal with it on his own.
And more than likely, if there is an attraction to furries, it's the taboo that drives that interest. In other words, your disgust over it (or someone else's) might have actually created this fantasy - ironic, no? This is universal - I think that we naturally gravitate towards the adrenaline of risky or daring behavior because in evolution that would have provided more opportunities to reproduce.
(late response, I know, but others may see this having the same problem)