>>5035603
Spinolestes is apparently the earliest known case of hair in the fossil record and it's Early Cretaceous (125mya). But mammals almost certainly had hair long before this. I could swear I remember hearing about a case of hair from the Triassic or Jurassic, but I can't find any reference to it now. There's a well-preserved mummified skin from Lystrosaurus and it clearly doesn't have fur.