I would use fuzzy to talk about a cute baby animal that was soft and fuzzy, but not a person. Or I might say that a peach or piece of fabric (something with a plushy texture) is fuzzy.
For people, it's ok to use frizzy to talk about your own hair. But it could have some negative connotations that the hair is out of control or damaged, so I would probably not use it to describe someone else's hair.