OOOOH so we were naked and slow and helpless and STUPID and STILL managed to survive? Wow that's amazing! Evolution really IS magical!
Not at all. Our ape ancestors started as tree-dwellers. They had fur and were quite agile. However, a group of our ancestors ended up living on the savannah, where the mutations for endurance, hairlessness, upright walking and intelligence were more advantageous than the alternatives. Gorillas and chimps, our nearest relatives, life primarily in the jungle. They'd be easy food for the predators that live on the savannah.
We were naked and slow. Perhaps that's why we evolved in the direction of increased intelligence, which is superior to being covered with fur or fleet of foot.