I don't really know the psychology of it, but I've known one girl, and met a few others who were obsessed with wolves, acted like them, and claimed they felt like one. <br />
You're not a werewolf. Werewolves don't exist and we all know that. But that doesn't change the fact you feel wolf-y and it may be unusual, but it's not a bad thing. <br />
There are sites for people who feel like you and you can probably find others to talk to about it! "Otherkin" is the term the community uses.<br />
Check out otherkin.net which will link you to chat rooms and web boards on the topic.
Being a werewolf is over rated anyway, constant check ups at the vet are expensive.
Maybe you've been playing too much Skyrim.