Lets look at the unique blood flow in a fetus as compared to an adult mammal. The lungs are highly vascularized with much gas exchange surface area. Temperature Regulation Mammals are endotherms. Because of this they are able to live in more diverse environments than ectotherms. Also because of the higher metabolism to maintain a higher temperature an insulation is required to conserve the heat.
Mammals generate the internal heat via metabolism.
More insulation and a countercurrent heat-exchanger . For terrestrial vertebrates, it is more highly developed in mammals. It is used to detect enemies, find mates, mark territories, and find food. Olfaction is used much in the sometimes highly social activities of mammals. Mammals are the most intelligent also.