Question

Who were the first Mammals?

Answer 1

About $252$ million to $201$ million years ago, Mammals were derived in the Triassic Period from Therapsida, the members of the reptilian order. Therapsidas were the members of the subclass Synapsida. They are sometimes called the mammal-like reptiles.

Complete answer:
First Mammals –
Before starting the discussion on how mammals evolved, we have to know what distinguishes mammals from the other animals. The female mammals have mammary glands through which they can produce milk and feel their babies. All mammals have warm blooded metabolism and all of them have fur or hair during some period of their life cycles. Regarding the fossils, the Paleontologists can differentiate the ancestral mammals with the ancestral reptiles using the shape of their skull and neck bones. Another difference between them is, mammals have two small bones in the ear where in reptiles these bones form their jaw.
End of Triassic Period –
It is mentioned above that the mammals evolved from the mammal-like reptiles or Therapsids that came to Earth early in the Permian Period. They produced the mammal-like breasts as Thrinaxodon and Cynognathus. They vanished in the mid-jurassic period. some therapsids had evolved into proto-mammalian traits.
From Therapsids to Mammals –
Paleontologists have a hard time distinguishing between the highly evolved last therapsids and the newly evolved first mammals. Eozostrodon, Megazostrodon and Sinoconodon the late Triassic vertebrates appeared to have been intermediate between therapsids and mammals. They are called the "missing links". Oligokyphus owned reptilian ear and jaw bones, at the same time as it showed every other sign (the habit of suckling its young, rat-like teeth) of being a mammal in the early Jurassic period. In modern days Platypus is classified as a mammal though they lay an egg rather than giving birth to a mature baby.
The Morganucodontids were the earliest known mammals on Earth. About $210$ million years ago these were very small, shrew-sized creatures that lived in the shadows of the dinosaurs. They were one of several different mammal species that evolved around that time.

Note:
The signature thing about the mammals of the Mesozoic Era is How small they were. Although some of their ancestral therapsids were medium-sized like late Permian, Biarmosuchus was about the size of a large dog. Almost all of the early mammals were smaller than the mice in size. Because, at that time, dinosaurs were the dominant terrestrial animals on earth.