Try a fur desity of around 10-50,000, that should look alot better. Once you get that much fur you're porbably gonna want to make it a tad shorter too. Another thing you should experiment with, which i never got into is making colour maps for the fur so it didn't look like all one colour.
"When you are born, you have a resposiblilty to program you're own mind, if you do not accept this responsiblilty, then the world will do it for you"
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