The first reason for feathers, before flight was even possible, would be body temperature control for small creatures.
Feathers are insullation, keeping small animals warmer in the cold and cooler in warm times.
If those feathered animals now leap from one tree to another, or off a high bank, certain types of feathers might help extend the leap, or slow the fall...
Get it?
TN4Liberty: "Add to that the transition from cold blooded to warm blooded... well, again, it is hard to see that happening incrementally as there is no survival advantage until the transition is complete."
"Hard to see..."??
Of course it's hard to see, if you refuse to open your eyes, pal.
Today, the very words cold blooded and warm blooded are falling into disuse, precisely because there are so many intermediate living animals which have some characteristics of both.
Among generally colder-blooded animals, tuna, swordfish and sharks have some warm-blooded characteristics.
Among generally warmer-blooded animals, bats and some small birds have have colder-blooded characteristics.
In short, even today there are advantages to intermediate forms.
Why is that so "hard to see..."?
Certainly this is a possibility. But then someone needs to explain why my cat doesn't have feathers. In fact, I am aware of no small mammal which sports featers rather than fur.
As I stated above, I am not anti-evolution (ie. I am not a 'created by God in 7 days' person). But I believe evolution has been intelligently guided, either directly by God or indirectly by some sort of feedback mechanism whereby the built-in intelligence of Nature is able to assess data from the environment and design evolutionary changes accordingly. I do not believe in a Nature-as-God concept such as Gaia. I believe in the Holy Father of Jesus.
If the above is not perfectly clear it's because evolutionary science is primarily still in the theoretical stage. I don't have the answers to the vital questions, but I can recognize dissembling on the part of advocates of mechanistic evolution when I encounter it.
So you feel the need to be insulting why?