[Antonello]

Did mammals appear at the same time as birds then, or does the evidence show whether birds appeared first or mammals appear first?

You might want to check with Coyoteman about this, as he is a resident bones expert, but I believe the fossil record supports birds first, then mammals.

(Coyoteman pinged as a courtesy since I mentioned his name)

[Coyoteman]

Did mammals appear at the same time as birds then, or does the evidence show whether birds appeared first or mammals appear first?

A quick google shows:

The Mammal-like Reptiles first appeared about 385 million years ago

The first mammals appeared about 265 million years ago, a mere 10 million years after the first dinosaurs

Archaeopteryx is considered by many to be the first bird, being of about 150 million years of age

[dread78645]

... but I believe the fossil record supports birds first, then mammals.

The earliest transitional shows mammal-like fossils just before the Permian extinction ~250Mya.
Some of those survived into the Triassic -- as did some of the reptiles that went on to become dinosaurs and then avians.

Although birds reached a more or less modern form first, proto-mammal showed up before the proto-bird.