Rycote's Windjammer (and other products that use synthetic fur) will shed fibres immediately after production, and during regular use over the course of their lives. This is perfectly normal.
Our fur has been painstakingly designed to offer the highest possible degree of industry-leading wind protection with minimal high frequency loss, and achieving this balance comes down to the manufacturing process: specifically, the use of pile backing with a single weave, as opposed to conventional, double-woven backing. During production, the fur strands are literally 'pierced' through the back of the Windjammer fabric (pile), and a light layer of lacquer is applied to hold them in place; this results in greatly increased acoustic transparency.
The critical element of this process is the lacquer application: too much, and the Windjammer starts behaving as if double-woven, with significant high frequency loss; too little, and the strands will shed very easily. Reaching a compromise means that some fibres will inevitably shed in normal use.
We check and test our Windjammers after production in order to make sure that this compromise has been precisely reached, and the vigorous shaking that forms a key part of this process usually gets rid of very loose strands.
Caring for your Windjammer is hugely important for maintaining its performance, and if the fur becomes matted with dirt, dust or other substances, some careful cleaning with light, Woolmark-approved hand washing detergent is advised. (If washed, Windjammers must always be allowed to air dry: never tumble-dried.) In addition, it's essential to comb the stands regularly (we include a small comb in the box for this purpose), and turn it inside out when not in use.
The only reason for concern would be if huge clumps of fur are tearing off or falling away; however, since all of our products are checked and re-checked to the highest possible quality standards, this is pretty much unheard of.