Sometime in the Carboniferous Period, some 350 to 400 million years ago, when there were only two major land masses, insects began flying. How and why insect wings developed is not well understood, largely due to the scarcity of appropriate fossils from the period of their development in the Lower Carboniferous.
Source : Wikipedia
There are three main theories regarding how insect flight may have evolved. None of which has sufficient fossil evidence as to be generally accepted.
• The Paranotal hypothesis - that wings might have evolved from insects' already existent 'paranotal lobes'. There is, however, a lack of fossil evidence.
• The Epicoxal hypothesis - that the wings came from abdominal gills of aquatic insects (termed 'tracheal gills'). Again, the fossil evidence is lacking.
• The Endite-exite hypothesis - that the wings arose as a mutation, or adaptation, of 'endites' and 'exites', which are currently existing arthropod limb features. Also no fossil evidence.
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