Here is a fun game that someone posted on this board a while back. It expands on the concepts that I just introduced. It is quick and short and easy.
May I recommend that you play it through a bunch of times. The events that change the environment are random. If you select a species with fur, and the weather randomly turns cold, your species will survive the cold. But if you select a species with no fur, and it gets cold, your species might not survive. On the other hand, if the game randomly sends you a hot spell, your hairless creatures will do better than the furry ones.
The same mutation might ensure survival in one environment, or have no effect on survival in another environment, and it might even add to the likelyhood of extinction in a different environment. http://science.discovery.com/interactives/literacy/darwin/darwin.html