i'm proooobably not the best person to tell you because i'm still figuring out what they are and more importantly How That Relates To Me, but as far as i understand it
it's basically like, on some level you identify yourself more as a non-human animal (or creature i guess) than as a human. you might recognize therians from having the "ΘΔ" symbol in their bio.
and the way that it is different from being a furry is in that it's two separate things. you can be a therian without being a furry (ex: you identify as a wolf but are not a fan of fantasy or cartoon creatures, don't care about dressing up in a costume, etc), and you can be a furry without being a therian (ex: you're a fan of animals, maybe even of dressing up as one, but that doesn't tie into your personal identity)
i think the part that makes it confusing is the concept of a "having a fursona" that kind of connects the two


