There is no exact person who started the idea of anthropomorphism. Throughout the ages, people have always had the thought of "what if animals could walk like humans?" 

The cavemen drew animal headed people on walls and made the lion-man statue I referred to in the first chapter. The Löwenmensch (as it is called in Germany where it was discovered) is roughly 40,000 years old. It resembles a man with a lion head standing upright, this being basically the epitome of anthro. 

I suppose the answer would have to be humans themselves since they were intrigued by animals and gave them human qualities (although humans are animals as well ((no I am not vegan)) and that technically makes anthropomorphism the merging of two different kingdoms, phylums, genus', species, or what have you, one of which being human).

There is no leader to furry. The members of the community run the show. One or two may step up and start conventions like Anthrocon, or Rainfurrest (I will tell you all about Rainfurrest at another time, for now all you need to know is that RF 2015 was bad). 

Although there are some popular furries like Majira Strawberry, Aberguine, Pocari Roo, and Ace of Hearts Fox, they don't represent everyone and what they stand for. For example, you can't look at Majira and say, "this must mean all furries like fruit". You can't look at Aberguine and say, "all furries are American. Nor Ace and say "they all over-act out their character. Pocari doesn't represent everyone in Australia either. 

The only real leaders in furry are people who run conventions and maybe the people who run panels during the con. These leaders make sure the convention runs smoothly, and since cons are typically once a year, they only really "lead" for a week to a weekend.