Sometimes it's long hair covers their entire body
Sometimes it's very short hair or there are just a few strands.
Even mammals that swim under the water (like dolphins and whales) have hair. Though you would need a magnifying glass to see the fine hair on the lips of a young whale.
Mammals are the only animals with true hair. Hair are dead cords of a substance called keratin which is also what our fingernails are made from. The most important part is that hair is dead.
What looks like hair on a fly or a spider actually contains living parts of the animal.
That means if you cut a spider's hair it would HURT! (er, the spider)