I was the one falling under scrutiny for the stridex method...  :)
 
As for the loss of hair-here are the possibilities:
 
1) Your ferret has, well, acne on it's tail.  Small blackheads and an
orange crust are telltale signs.  Simply wipe the tail with ferret shampoo
and a warm cloth and rinse or wipe it clean.  Then take a stridex pad and
run it quickly under a warm tap to dilute it somewhat, as the pads are
insanely strong.  rub the pad gently but firmly up and down the tail.
Then put a bit of diluted moisturiser on the tail to prevent discomfort
and drying.  (make sure he/she doesn't lick it before it dries.)
 
2) He/she could be under stress.  Changes in environment or situations do
affect ferrets-they affected mine when I got them.  Mine were living in a
garage at the beginning of summer, so the heat probably wasn't good for it
either.
 
3) any kind of hair loss, especially on the base or underside of the tail
is a sign of early adrenal disease.  If you've ruled out the first two
suggestions, or the fuzzie shows other odd signs of different behaviour
(biting is often a sign of distress or illness), this could be a sad but
true possibility.
 
Hope I helped!
 
~Jessica and the now-fuzzy fuzzies (one of them has a VERY fluffy tail!)
[Posted in FML issue 3123]