I'd say it's sort of like oldtime Banjo artiste Mary Z. Cox says: "If you feel you need a new banjo, then you should buy a new one"; If you feel you need this character, then you should have him/her.
Needless to say, us banjo folks tend to have us a few banjos around the house.
If you start to have so many fursonas that you lose track or start trying to send them correspondence, then you might want to limit the number you create. Seeing them following you everywhere is a whole other issue.