I didn't know that until now

[rrrrr]

From Jeopardy:

March 20, 2013

For 2000 points:

Category: Marine Mammals

Question: Pups of the sea type of this weasel family member cannot dive under water because their thick fur traps so much air.

Answer: Otters

[Skyblade]

So that's why the mothers are always carrying the babies...

[The Skarzs]

You all never knew that? Interesting.
Yeah, that's quite the similar story for most aquatic warm-blooded animals. With I think the exception of walruses and those blubbery animals (that would usually wait until they have sufficient insulation for the colder waters), the fur or feathers have to develop substantially before they can go into those environments.