Just explain to them what it is, and what it means to you. Don't explain to them what it isn't, because then they start to focus on that. Also, just treat it as a hobby you really like. The bigger of a fuzz you make about it, the more likely it is that they'll think it's something that should stay secret.
If you want you can use your creativity to give them a better idea of what it is. You can show them your favourite artwork, show them pictures of a fursuit, create a furry drawing for this situation, mention famous anthro characters, tell them about this amazing furcon you've been to... I'm just giving some examples here, you can fill in whatever here.
If you wish, you can carefully test the waters to see if they already have an opinion of it. If they don't, you can introduce them. If they do, you can ask them why they have said opinion, no matter if it's positive or negative, and you can play in on that if you wish.
I wish you good luck!