We know they have fathers thanks to fossilized pages of early Bird Law text books from about 68,083,000 BC
Hair and feathers are preserved in fossils. That's how we know dinosaurs have feathers.
But how about fat? Could they have been chunky like penguins?
This is actually a problem https://www.buzzfeednews.com/article/natashaumer/dinosaur-animals
Pterosaurs also independently from mammals evolved a form of hair.