Which features are associated with flight?

The ancestors of birds were most likely arboreal. 

Having gliding surfaces is advantageous in arboreal animals because it means less likelihood of dying due to a fall. You'll notice that plenty of arboreal animals today have gliding surfaces. 

In the ancestors of birds, the gliding surface just happened to stretch from the "fingers" down to the body, setting up for control of the glide, and for further refinement with elongation of the fingers and arms. With this, the animals were not just saving their lives when falling, they could glide from one tree to another to look for food. 

A similar process likely happened in the ancestors of bats. 

Don't ask me about pterosaurs or insects, 'cause I don't know.