This is Momo. He is my dog. He is a Hairless American Terrier and is sometimes called a Hairless Rat Terrier. He has also been called a "naked dog" and a "rubber dog". He does not know he does not have fur.
Step 1: Origin
Momo is hairless because he has two recessive genes. These genes are common in rat terriers. The first American Hairless Terrier had a mama and a daddy rat terrier with fur. This was back when KISS was still cool and people thought they were the devil. Momo is not the devil.
No really, he isn't.