Hair, fur, and wool are made from the same substance, keratin, and are chemically indistinguishable from each other. However, they are commonly used to describe specific types of covering. 'Hair' is the term generally applied to humans, while 'fur' is used for animals. Wool, on the other hand, refers specifically to a form of undercoat hair that is soft, curly, and never stops growing. It is primarily found in animals like sheep and goats.