There are always going to be safety police types telling you not to shoot into trees (there might also be a ricochet) but it sounds to me like you ought to be okay. On the fur issue, early in the year the hides (leather part) will be dark and not prime, after some cold weather there is fat and the hide is lighter and the fur nice and thick. As winter wears on the fur gets rubbed, the coons get in fights and there are bite marks, etc. so....from a fur trapping standpoint you want the fur after its been cold enough to prime up but that's it. Coon are not alone in this, otter gets a singed aspect later in the winter- I think some other fur bearer does as well. Most of the guys with coon hounds, etc. probably are out before optimal fur quality time although I think they usually sell the fur any way.
It looks like there might be a glut of fur on the market due to the high prices the last few years. When there is a glut the low end stuff becomes worthless, maybe sell it to the craft industry. So, have fun. Having fun is important. :grin: