If you look at creatures which live in trees, they don't jump
out of trees, they jump
from tree to tree.
Now anything which increases the animal's surface area in the direction of the ground as it jumps gives it a bit of air resistance in that direction, meaning that it can take longer, flatter jumps. (This is why squirrels have bushy tails and rats don't.)
This is an ideal situation for evolution, because any improvement, no matter how small,
is an improvement.
Many lineages of gliders, such as the one pictured above, get stuck as gliders and never go on to develop flight, because their surface area is increased by means of skin stretched between their front and hind limbs. This is fine for gliding, but it can't develop into a wing that the creature can
flap.
Bats have increased surface area because of skin stretched between their fingers. It's easy to see how to get from a gliding to a flying form here.
And birds have feathers. Now, so do some dinosaurs which don't have forearms adapted for flight in the slightest, such as
Caudipteryx. Feathers serve at least two other purposes --- insulation and display --- this is why flightless birds still have them. So it is not beyond belief that feathers came
first and flight came later, when feathered dinosaurs started leaping from tree to tree and surface area became important.
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Footnote on scaling laws: the value of suface area falls off with size, because of the
square-cube law. This is why there are no gliding monkeys, and why you can't fly by tying artifical wings onto your arms.
Edited by Dr Adequate, : No reason given.
™ Version 4.2