I bet you thought it was really really hard. I mean when I think back, I used to have ideas of modelling a single hair then multiplying it by a few thousand times!..which would take one large amount of processing…definitely not possible for games or for simple cool effects 
One particular technique of creating good looking fur without killing yourself with maths and algorithms and weeks of processing time, is to use shell texturing! Remember those words, “Shell Texturing”. As there’s lots of information on generating Fur or Hair using shell texturing. Sometimes mixed in with the subject of volume shadowing and volume effects in 3D!