A coat instead of blubber
Most marine mammals keep warm with a thick layer of fat. Sea otters don't have one. They rely on the densest fur of any animal, with up to a million hairs on every square inch, which traps a layer of air against the skin.
That coat only works when it is clean, so otters spend hours a day grooming, blowing air into the fur and rolling in the water. Oil on the coat is life-threatening: once the fur mats, cold water reaches the skin.
Keeping warm this way is expensive. An adult eats roughly a quarter of its body weight every day.