What are these fuzzy window guide things?

Those support the glass when rolling the window up and down, and the best thing as far as I have seen was to wrap those with felt.
You don't see them normally anyway and the felt protects the glass from getting scratched up when it slides across them.
Notice that they are depth adjustable (via that whole metal strip) which helps to stabilize the glass in the door between them and the fuzzy strip of the "whiskers" between the outside of the door skin and the glass.

I just got done realigning my passenger door to the body and then the glass to the opening on my dart yesterday after new rubber window seals and "whiskers" so yea, it can get a little involved. :-)