Are furring strips over insulation in concrete basement strong enough to hold some shelves and a tv?
The strips, absolutely not! At least not for the TV.  You can drill through them and install concrete anchors if the concrete is in good shape.  Just make sure the hold is good before hanging the TV. Since you currently don't have sheet rock up, I would cut a 3/4" piece of plywood large enough to accommodate everything you want, mount it directly to the concrete and sheet rock around or over it.
Tapcons are fairly easy to use, just follow ALL the directions, especially minimum length. Also, if this concrete is actually hollow cinder block, you need to be very careful with doing this.  An empty cavity will not hold.