While I have never grown my own kiwifruit, I was a produce buyer for one of Australias largest produce sellers (think national chains here). I specialised in fruit, and took a personal interest in apples and pears, and tropical fruit.

I can confirm that whenever buying a green or gold kiwifruit, the actual boxes of fruit that reached us were always, without fail, hard as rocks. If you leave them in the fridge, they will remain that way. The best way to ripen them is to follow Anne's advice, and leave them somewhere at room temperature with other fruit to ripen. They are similar to an avocado, I suppose you'd say - don't stick your fingers in, don't squeeze too hard, and don't let them get too soft or they're no good.

As far as the fur on the outside........that's normal. Like peaches, they're extrememly furry when picked off their vines/trees. Before you buy them from a supermarket or fruit shop, they are washed. This takes off most of the loose fur, and leaves the fruit you see in the shops. I'd recommend washing the outside before handling them too much - the loose fur can irritate your skin no end if you've got sensitivity issues.