I think it is cool that human beings are pretty much nude when it comes to hair. And not just because it keeps us cool.
Sure, losing the fur coat that all our primate relatives possess helped us stay cool near the Equator in Africa at a time when we had to roam the savanna. Just as a lot of melanin was protective in Africa but unnecessary up north in Scandinavia, or long limbs (to improve the ratio of mass-surface area) no longer was exclusively selected for up there in northern Europe. But bare skin did a lot more than that.
According to scientist Nina G. Jablonski in the latest Scientific American, bare skin (plus evolutionary improvements to our ability to sweat - up to 12 liters a day!) helped create a huge enlargement of a certain organ - the extremely heat-sensitive organ called the brain. After humans lost their fur, our brains evolved from 400 cubic centimeters in size to 1,200 cubic centimeters. And without fur, which among other primates signals information such as status, anger (raised hackles), and so on to other members of their species, humans had to evolve other signals, including, ultimately, speech.
(Not to mention cosmetics and tattoos.)