Begin by roughly shading an area. You do not need to be smooth.
Smooth out the shading to soften the defined lines from the previous step. You do not need a flawless patch of shading, the lines will add to the hairy look of the fur. You can choose to skip this step.
Add lines of varying length in a patchy pattern. Draw the lines in clusters and leave small patches unmarked to give depth to the fur.
Smooth out the lines with a cotton pad to soften their edges.
Erase areas of the fur in jagged patches, as I have done.
Add more lines to partially cover the patches you erased in the previous step.