My original fursona was a raven, with no extra species involved. I identified with ravens because I love birds, and ravens are big, smart, sometimes silly birds. Kinda like me. I created HockeyRaven as a furry (well, feathery) version of myself. Same physical characteristics, same bad eyes, same personality, all that stuff.
Shortly after, I decided to add a cougar tail, because I found a Halloween costume cat tail that looked vaguely cougary, and I could wear that around. After a few years (three, I think), I stopped wearing the tail IRL, and soon dropped it from my fursona.
But before dropping the cougar tail, I had made another change: I added hooves. I liked the concept. I didn't have a particular species in mind aside from "deer" at that time.
Then, shortly after dropping the tail, I made the decision that my deer species would be caribou, because then I could have antlers. From a very young age, I had been fascinated with the concept of having antlers.
The biggest change came about last September, when HR changed from being distinctly female to a masculine androgyne/neutrois. This was done because I decided that HR would be used to represent me as I
want to be, not me as I currently am. It was around that time when I finally put the clues together and realized, hey, I think I'm transgendered. And it's a lot easier and cheaper to change your fursona than to change your physical self.
Some images of my fursona's change over time:
September 2008, androgyny:
http://hockeyraven.deviantart.com/art/Sharp-Dressed-Bird-98430025January 2008, + caribou - cougar:
http://hockeyraven.deviantart.com/art/Caribou-Raven-74203009August 2007, hooves:
http://hockeyraven.deviantart.com/art/HockeyRaven-Hooves-61430936And a collection of previous versions, all in one handy image, all with plantigrade bird feet:
http://hockeyraven.deviantart.com/art/Progression-of-HockeyRaven-38897382