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Feathers are one of the epidermal growths that form the distinctive outer covering, or plumage, on birds. They are considered the most complex integumentary structures found in vertebrates. They are among the outstanding characteristics that distinguish the extant Aves from other living groups. Feathers have also been noticed in Theropoda which have been termed Feathered dinosaurs. Although feathers cover most parts of the body of birds, they arise only from certain well-defined tracts on the skin. They aid in flight, thermal insulation, waterproofing and coloration that helps in communication and protection.
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Wikipedia About Feathers

Feathers are one of the epidermal growths that form the distinctive outer covering, or plumage, on birds. They are considered the most complex integumentary structures found in vertebrates. They are among the outstanding characteristics that distinguish the extant Aves from other living groups. Feathers have also been noticed in Theropoda which have been termed Feathered dinosaurs. Although feathers cover most parts of the body of birds, they arise only from certain well-defined tracts on the skin. They aid in flight, thermal insulation, waterproofing and coloration that helps in communication and protection.
Evolution
main: Origin of avian flight The functional view on the evolution of feathers has traditionally focussed on insulation, flight and display. Discoveries of non-flying Late Cretaceous feathered dinosaurs in China however suggest that flight could not have been the primary function. While feathers have been suggested as being evolved from reptilian scales, there are numerous objections. Scale-based origins of feathers suggest that the planar scale structure was modified by their development into feathers by splitting to form the webbing, however the developmental process involves a tubular structure arising from a follicle and the tube splitting longitudinally to form the webbing. The number of feathers per unit area of skin is higher in smaller birds than in larger birds and this trend indicates their important role in thermal insulation since smaller birds lose more heat due to the relatively larger surface area for their body weight. The coloration of feathers is believed to be primarily evolved in response to sexual selection. In many cases the physiological condition of the birds (especially males) is indicated by the quality of their feathers and this is used(by the females) in mate choice.
Feathered dinosaurs
Main: Feathered dinosaurs Several dinosaurs had feathers on their limbs that would not have functioned for flight. One theory is that feathers originally developed on dinosaurs as a means of insulation; those small dinosaurs that then grew longer feathers may have found them helpful in gliding leading to the evolution of proto-birds like Archaeopteryx and Microraptor zhaoianus. Sinosauropteryx had short fibres and symmetrical feather like structures are seen in Protarchaeopteryx and Caudipteryx. Other dinosaurs that had feathers or protofeathers include Pedopenna daohugouensis'',
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