A new Upper Carboniferous japygid, Testajapyx thomasi n.gen. et n.sp., shows that only Diplura of Entognatha shared an ancestral ground plan with Insecta–Ectognatha. Pleuron, palps, thoracic and abdominal legs, and vesicles are compared between Diplura, Archeognatha, Monura, Thysanura, and Pterygota. The origin and evolution of side lobes on the head, thorax, and abdomen, and of cereal legs, cerci, and posttarsal (=pretarsal) claws are considered. The paleoenvironment of the earliest insects and its impact on evolution of thoracic side lobes is discussed. Consistent evidence from several biological disciplines shows that protowings evolved from thoracic side lobes, which probably originated from serial, articulated outer appendages (=exites) of the arthropodan leg. Exites were continuously active and functional and became preadapted for flapping movements. Flight developed as the pterygotes diversified. Basic wing structures are monophyletic. Flight adaptation was finished and differences in wings arose somewhat later, by various means and in parallel, in already diversified lineages of Pterygota.