Well, it is a pretty widely held belife that dinosaurs are the direct ancestors of birds. However, this has nothing to do with weather or not Jurasic dinosaurs had fethers, because fethers didn't start apearing till long after. Archeopterix is usualy the example given.
But there are a few non-flying dino fossils that indeed have shown feather imprints.
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Here are some examples of fetherd dinosaurs as well as some general info on their evolution. Pretty pictures too