It started in the Carboniferous. Hair, scales and feathers all have a common ancestor back then or before, according to this NYT story by Nicholas St. Fleur.
Reptiles have scales. Birds have feathers. Mammals have hair. How did we get them?
For a long time scientists thought the spikes, plumage and fur characteristic of these groups originated independently of each other. But a study published Friday suggests that they all evolved from a common ancestor some 320 million years ago.
This ancient reptilian creature — which gave rise to dinosaurs, birds and mammals — is thought to have been covered in scale-like structures. What that creature looked like is not exactly known, but the scales on its skin developed from structures called placodes — tiny bumps of thick tissue found on the surface of developing embryos.
Once again we learn that theories of independent evolution fall victims to the facts. It seems that evolution is pretty conservative: when it comes up with a good idea, it tends to stick with it.