Copyrights are a sticky point with people these days, depending on what they have created.
10 Myths about copyright explained - http://www.templetons.com/brad/copymyths.html
The Electronic Frontier Foundation - http://www.eff.org/
The Berne Convention on International Copyrights as mentioned above - http://www.cerebalaw.com/berne.htm
Protection of graphical Characters (copyrights) - http://www.publaw.com/graphical.html
What is copyright protection? (VERY GOOD site!) - http://www.whatiscopyright.org/
USC Title 17 on Copyrights - http://assembler.law.cornell.edu/uscode/17/
Wikipedia on copyrights, nicely done! - http://en.wikipedia.org/wiki/Copyright
United States Copyright Office - http://www.copyright.gov/
Internet Law overview - http://www.legal-database.com/internetlaw.htm
What are other countries' sites related to copyrights?
Generally, It's not a good idea to make a copyrighted character without asking the copyright holders permission first. There are lots of copyrighted characters done at conventions, and there's usually not a problem, but cons are considered private functions. In other words, it's kinda like going to a private party, so no-one pays too much attention there. If the event is public, like a street fair, then it becomes illegal real quick. This is especially true if you're being paid by someone to wear the suit. You can be sued for that. Also, if you ask permission and are turned down, making the costume anyway is just asking for trouble.
At MFM1 in Memphis, TN, a group of suiters went to the local Wolfchase Mall. There was no previous permission received. Security talked with them and allowed them to stay under the condition that no pictures be taken. It wasn't long before someone took some shots and they were escorted out.
Things could have been worse.
Believe it or not, it's usually a question of legality. The institution or organization a character represents CAN be held liable for anything a character says. Sometimes, a character has a distinctive voice that can't be duplicated easily, and it's easier to achieve seamlessness when another actor puts on the suit. It also makes it harder to determine the sex of the wearer. Finally, some furrys like the anonymity silence affords them.
In addition, the costume usually muffles the wearers voice to such an extreme degree that the wearer is usually not easily understood, though voice systems, which not only project the wearer's voice but even modify it to an extent, do exist.
Sharing Costumes is a very personal thing. Many costumers NEVER share their costumes or share with only a very few people. It depends a lot on the design of the costume, but in general, assume it's kind of like sharing a toothbrush, only closer.
Sharing costumes can sometimes spread skin diseases and airborne/body fluid born diseases. Eye infections and skin rashes are most common.
Some costumes are also made to fit only that person. That means that only that person, and someone his build and body type can fit into it. Not only that, but some would say it would be an issue of trusting the wearer.
When a costume is shared, it is an obligation of both the owner and the borrower to fess up to any diseases they may have that can be spread in this way. People have been scarred by runaway skin infections and eye infections. And yeast is no fun either. Sometimes a critter that lives harmlessly on one person becomes an infection on another person.
Always spray a costume with EndBac 2 or similar disinfectant after use.