do they have hairs on their body?
Yes. The earliest evidence suggesting this is from 164 Million Years ago
Mammal
The earliest clear evidence of hair or fur is in fossils of "Castorocauda" and "Megaconus", from 164 million years ago in the mid-Jurassic. In the 1950s, it was suggested that the foramina (passages) in the maxillae and premaxillae (bones in the front of the upper jaw) of cynodonts were channels which supplied blood vessels and nerves to vibrissae (whiskers) and so were evidence of hair or fur; it was soon pointed out, however, that foramina do not necessarily show that an animal had vibrissae, as the modern lizard "Tupinambis" has foramina that are almost identical to those found in the nonmammalian cynodont "Thrinaxodon". 
mammals are the only group of animals to demonstrate significant protection of their young UNANSWERABLE what is this particular group of animals? The Belon the placental group.
wiki:25655876
Mammal [SEP] Earliest appearances of features
Popular sources, nevertheless, continue to attribute whiskers to "Thrinaxodon". Studies on Permian coprolites suggest that non-mammalian synapsids of the epoch already had fur, setting the evolution of hairs possibly as far back as dicynodonts. When endothermy first appeared in the evolution of mammals is uncertain, though it is generally agreed to have first evolved in non-mammalian therapsids. Modern monotremes have lower body temperatures and more variable metabolic rates than marsupials and placentals, but there is evidence that some of their ancestors, perhaps including ancestors of the therians, may have had body temperatures like those of modern therians. Likewise, some modern therians like afrotheres and xenarthrans have secondarily developed lower body temperatures.