What would be the evolutionary advantage of having hair?

My dad often muses about how humans are the only mammals to have two legs and not have hair. He thinks that it is the reason why we have problems with the sun, extremely cold weather, snow, rain, fire. This made me think that hair must have had an evolutionary advantage at some point in time. <br><br>Humans live in the tropics, and I grew up pretty much where the original humans were supposed to be, and I've even lived in the desert. I have no problem with the sun, neither do animals. I am guessing this isn't a problem in the savannas. If you are living in a colder climate, you would figure out how to create clothing, and this seems to be a better response than relying on hair. Elephants and rhinos are hairless and live pretty okay in the cold. <br><br>The only thing I could think of was that in a certain probably northern climate where it is cold and snow, it could be of help, but if you are living in such an environment you could figure out how to make yourself a coat. <br><br>Could you please explain to me how hair provides an evolutionary advantage? Why are most mammals hairy?