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There has been a wonderful thread on the function (role) of feathers. Most
of the discussion has been related to the origin of flight. This makes alot of
sense, without feathers, birds cannot fly.
  However, the arguments regarding the role of the earliest feathers or their
immediate precursor is still incomplete. Certainly, insulation (energy
convervation) is a strong possibility. This makes some assumptions regarding
thermal physiology  whcih are still unsettled. Other options exist, e.g.
waterproofing, mechanical protection, signal production, etc. We just don't
know (and may never know). It is certain that Archy had both contour and
flight feathers. That means tht morphological variety was present.
  I beleive that there is general agreement on the protein content, molecular
structure and filamentous nature of feather protein. It is the same for all
feathers so far studied (and that's a lot) and (perhaps more important)
consistant for all feather structures and pretty much for all feather
generations.  The use of the particular proteins, their organization and
supramolecular sturcutre is primitive for all birds.
  The branching pattern structure typical of feathers is present in the
earliest feathers. It i s also present in various inorganic crystals, plants,
and man-made objects, and I presume it is inherent in various growth patterns.
  We don't have any idea as to the morphology (marcoscopic shape) of the
earliest feathers (or protofeather).  One argument is that it resembled
a slightly elongated coutour feather (with axial symmetry, flight feathers
are asymmetrical), with   both pennaceous and plumulous parts. Part of this
that feather like this are found on birds that the author felt were
primitive. Turns out that is not the case, and feathers of this description
occur on most birds. Another argument is that essentially all known feathers
could be derived from this shape.
  Another approach comes from development. The first feathers on most birds is
natal down. It differs structurally from adult down, contour, and flight
feathers (but not in composition).  But, the fact that they appear first
in development does NOT mean they are the earliest phylogenetically. Theycould
be derived from other feathers. In other words, we have no way now of
knowning the sequence of the evolution of the various types of feathers.
   It may be possible to model the shape of feathers and develop potential
scenarios, but this has not been done. More important is the fact that ALL
feather generations (downs, contour & flight feathers, juvenal & adult)
are produced by a SINGLE follicle. While we have some idea regarding the
mechanisms of production we are clueless regarding timing and regulation.
Further, no one has identified with certainty the analogue of the feather
follicle in reptiles. Hair follicles (mammals) are related but surprisingly
simple in comparison.
   Actually, we don't know --with certainty--a whole lot about selected
aspects of feathers. That's why this discussion is fascinating. Feather, in
hand, are deceptively simple.Figuring out what they are made of, how they
are made, how they grow, when and how they replace themselves, what
determining their shape, and how they evolved is a real challenge. We've
a LOT more to learn and eventually understand.
   Let's not stop the debate.