Glucose and other ingested sugars have a natural affinity to bind to surface proteins on teeth (as well as many other proteins in tissues). This process is called glycosylation, and is expedited both by acidic environments (such as provided by the acidic soft drinks as indicated by The Last Word) or metabolism of adherent bacteria on the tooth surface (see one example). A discussion of oral cavity lubrication and how this influences tooth surfance glycosylation and biofilm formation has also been reported. The fuzzy feeling is a result of plaque formation. Plaques form as a byproduct of metabolism of bacteria on the tooth surfaces, that ingest and break down dietary sugars, and also secrete acids as a byproduct of this metabolism. The result, if left long enough, is plaque formation and eventually tooth decay. You can also notice this fuzzy feeling after a day or so of not brushing your teeth, as the bacteria have had a long time to metabolize the sugars ingested over that period to produce a plaque.