[yarg]

When did we lose our fur? When did we start to track the herds?

Being able to control your temperature (reasonably) independently of the seasons is a very useful adaptation in a migratory species.

[Cthulhu_]

Both of those probably coincide with the practices of fire and cooking, which meant our bodies could more easily process calories, better regulate temperature (humans aren't the fastest but they can run for hours because of temperature regulation), and need less of a digestive system.

Personally I think aesthetics and whatnot became a bigger factor in our development over time, that is, preferring partners with less hair so it was "bred out".