Castorocauda

Castorocauda was a genus of small, semi-aquatic proto-mammals which lived in the Jurassic period, about 154 million years ago. 
Its fossil was found in lakebed sediments of the Daohugou Beds of Inner Mongolia. "Castorocauda" was highly specialized, with adaptations like those of modern semi-aquatic mammals such as beavers, otters, and the platypus (convergent evolution). It is the earliest animal found with fur.
"Castorocauda" is one of the near-mammals in a group called the Docodonta. 
Although "Castorocauda" was not a crown group mammal, it is important in the study of how mammals evolved. It was the first find with an almost complete skeleton. Also it is not a "small nocturnal insectivore".