Nervous system found in simpler animals like jellyfish.

The answer is nerve net.

Jellyfish has a nerve net that surrounds its whole body. It makes a series of interconnected neurons that form net-like structure. This net surrounds the whole body of the jellyfish. Some jellyfish may have sensory structures, motor nerve net, and diffuse nerve net. Sensory structures receive environment signals and send them through diffuse nerve net to motor nerve net that activates muscle contractions.

Used to water and cool climates, probably not thick coated or fluffy. they most likely have thin coats and have to survive to find food. sorry if this wasn't the answer you were looking for..: )