You may be glad to know that while arthropods (little guys with tough exoskeltons) almost certainly were the first animals to make the transition from water to land, they had nothing to do with getting important creatures (like us!) out of the drink. That took a special kind of fish.
(Actually, of course, that kind of fish started the whole shebang of tetrapods - all four-legged vertebrates like mammals, amphibians and reptiles. And all that counts to be a tetrapod is that your ancestors started out on four legs. We're included, because early primates had four feet. Never mind that we went to two legs, apparently to play basketball above the rim. Even creatures that have lost their legs - whales, seals, even snakes - still are classed as tetrapods.)
Anyway, that special kind of fish is known as a lobe-finned fish - very rare today. Unlike most fish, who had (and have) goofy little fins with goofy little bones made for swimming, not walking, lobe-finned fish (known as sarcopterygian fish, as if you care) had fin bones that were thick and stubby and not too far away from the kind of leg and foot bones tetrapods were going to need to lift their big, fat bodies off dry ground and actually walk around.
Lobe-finned fish that made it to land evolved into amphibians, who at first spent little time out of water. Water was where the sex was. But they had an advantage - if their pool was shrinking, for instance, they could go cross-country to find a better pond. They also developed lungs, letting them stay on dry land for longer and longer periods.They also developed a neck (fish don't have necks) so they could move their heads around to snap up prey, like those delicious little arthropods. Good old natural selection!
There long has been plenty of fossil evidence for this transition to four-legged creatures, but in 2004 scientists just about had a cow when a "perfect" missing link type fossil was found on one of Canada's northern-most islands. It clearly had features of both a lobe-finned fish and a tetrapod.
This big transition took place some 400 million years ago (or so), but we probably ought to take the time to remember the lobe-finned fish, ugly as it was. By evolving as it did, it set us on our way.