Do we know what the earliest stages of integument like fur or feathers looked like?

From either fossil evidence or from developmental evidence, are there any models for what the earliest stages of the evolution of fur, feathers or similar structures like pycnofibres would have looked like, and how they would have functioned?

I’ve been unable to find any good sources on the topic, and was interested in how the ancestors of birds and mammals went from scaly to covered in fur and feathers.