Unlike other primates, humans don't have a thick coat of fur.  At around six months after conception, humans and all other primates have a downey coat of hair called lanugo.  For humans, this coat is usually shed about a month before birth, altho some premature infants are born with it.  Even whale fetuses have and shed lanugo, which is a relic of their land ancestry.

The embryoes of all cetaceans (dolphins, porpoises and whales) also show the evidence of their four legged land ancestry, with hind limb structures that are obvious at about 24 days of age.  In dolphins these typically have almost completely disappeared by 48 days, altho in 2006 a bottlenose dolphin was found in Japan with rear fins.  In whales these structures often develop into a pelvis and useless rudimentary rear legs that are contained within the body.

All vertebrates have embryos that have fish-like features with tails and what are called branchial arches.  In fish these arches develop into the jaw and gills.  In humans and other mammals they go thru complex changes to develop into structures in the adult head and upper body.

Fish embryos become fish.  Amphibian embryos start like fish, and add extra development to become amphibians.  Reptile embryos start like fish, go thru developments like amphibians, and add extra development to become reptiles.  Mammalian embryos go thru all these stages, then lose some reptilian development and add extra development to become mammals.  In mammals the initial fish-like circulatory system turns into an amphibian-like system.  It then changes to a system similar to embryonic reptiles, and finally turns into a true mammalian circulatory system.

This “recapitulation” of our evolutionary history is also followed in the embryonic development of other organs, such as our kidneys.  Three different types of kidneys are formed sequentially, with the first two similar to those of fish and reptiles.  Only the last (mammalian) organs are kept.

All these embryological changes only truly make sense when viewed thru the lens of evolution, where each individual (and eventually species) inherits the development processes of its immediate ancestor.