I'm a big believer in animal spirits, strangebrew, and i seem to be interpreting your dream in line with such concepts. If you don't find that you especially resonate with ideas like these, then my take won't mean very much to you, and if that's the case, fair enough! But if animal spirits and animal guides are something you can get on board with, conceptually speaking, then I believe your dream could very well be a message about your own animal spirits...
I think each of us can have one or more animal spirits surrounding us in our lives -- some are with us for life, and others can show up for specific purposes with finite durations. I can't say which this dream would be indicating. I'd ask you, though, if you feel you have any animal guides or personal animal spirits that work with you? If you're not aware of any, or if you are, but the fox has never been one of them, I'd suggest that maybe you might consider the possibility!
It says a lot to me that not only did you have a vivid dream about a fox in the first place, but you were even told in the dream that this particular fox was nervous...but then he jumped right into your lap anyway, like a pet or a familiar. To me, this could signify a real mutual affinity -- that is, the fox could be one of your own personal animal spirits or guides. If this idea seems interesting to you, I'd offer that just researching what the fox means as a symbol, checking into how the fox has figured in various mythologies, and looking at some images of foxes, could be very helpful and meaningful for you. The fox has some very fine traits, and this could be a great relationship for you to have and cultivate!
Just a different take from what you've heard so far...