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By now you're bored and don't care. I wholeheartedly empathize as topics in Pokemon details are hardly worth the consideration of a nobel prize. But wait, what if you find yourself intrigued? Perhaps it's the blunt, dry writing style. Oh, well, let's move on.
Some smart aleck out there is probably saying "so it has whiskers, and it's a mammal. That doesn't mean it has hair. Look at rhinos, elephants, and armadillos". What? No, they all have hair. Including armadillos, which barely have any at all. Even "hairless" dogs and cats aren't 100% hairless. What exactly did you people do in your elementary biology classes? Now, I didn't say Nidoran was fuzzy. But you know what? It's closer to being fuzzy than to being like a hairless dog. Take a look at something.
Nidoran Female's Pokemon Stadium Actions - 6.7 MB (ed: one day I'll move this to YouTube. 5/26/13)
What's the first thing you notice about Nidoran? The incessant twitching of the nose and whiskers. I've read up on this behavior, and a credible agreed upon term for this behavior is "whisking". Constant whisking is found in rodent species such as hamsters and mice, while occasional whisking is found in Guinea Pigs and lagomorphs like Rabbits. Animals that don't (or almost never) whisk are typically higher up on the food chain, such as canines. You know what's common about mice, hamsters, guinea pigs and rabbits? Being covered with hair.
Gee, one facial feature is all it took to not only classify Nidorans in the mammal species, but it even gives you insight into surface appearance. Anybody who even says Nidoran are hairless has not done their homework. Possibly literally. So now one's saying "how can you be so sure", or "I still think they're scaly". Again with the scales? Have you ever bothered to thoroughly check the class of mammals to even see if any of them had scales? I can count the number of mammals with scales on one finger. The pangolin has what appears to be scales, but guess what? Those are actually modified hairs. And the armadillo? They have plates of scutes, which is really just bone (in this case).
See, the problem is people see the horns/spikes on Nidoran, along with a smooth body and no signs of obvious fuzz, and conclude automatically that it must be hairless, without regard to the obvious rabbit ears on the male, or the whiskers on the female. So? Rattata shows no signs of obvious fuzz, and no one calls it anything other than a rodent. Neither does Pikachu, who is classified as a mouse but looks NOTHING LIKE ONE. It's the odd man out, and again, just because the game told you it was a mouse, you believe it. I'm not disputing it isn't (and being called a "chu" cements it), but it's definitely not natural. You know what else the game calls a mouse? Sandshrew. In fact, it's barely a shrew. Sandshrew has more in common with the aformentioned armadillo, even the design. But let's say it is a shrew. Shrews are part of the Soricomorpha order, within the Laurasiatheria superorder. These aren't even distantly related to rodents, or lagomorphs. The superorder of rodents is Euarchontoglires. You know what else fits into this group? Primates. That's right, a monkey has more in common with a rat than a shrew does. And have you ever looked at these Pokemon side by side? Let's use elementary judgement based on symbolic images. Which ones closely associates to "mouse"?