The pangolin is a fascinating creature. Belonging to the only group of mammals with scales, they are arboreal and are not hindered by them in any way. However, these animals have a very complex evolutionary history. The majority of mammals had a different evolutionary path. What factors in early mammal history would support widespread scaled mammals?
This might be more likely on a desert world. The dry environment would encourage scales as a way to reduce water loss. And if there are frequent sand storms, a thicker, scaly hide would provide better protection than soft skin.
Alternately, if you want mammals with snake like scaly skin, you could give them a biological reason why shedding skin frequently is advantageous. Maybe attached parasites like ticks or leeches are common. A thick scaly hide would protect against them, while shedding that skin periodically would remove them entirely.
If you want them never to have had fur, then you have to go a long way back! Because even before mammals were mammals, back when they were Mammal-like Reptiles (Synapsids), there is fossil evidence that they had fur. The Jurassic mammal-like reptile Castorocauda had fur, which means the common ancestor of it and all the modern mammals had fur. Castorocauda on wikipedia (Palaeontologists are pretty sure mammal fur only evolved once). So the first furry beastie was a mammal-like reptile.
In case you are not familiar with them, the (awkwardly named) mammal-like reptiles are a group that ranks equally with classification groups like Bird, Mammal, Reptile, Mollusc and so on. The ones you may have heard of are Dimetrodon and Edaphosaurus, the sail-backed ‘dinosaurs’ often illustrated in books on prehistoric animals.
You’ve also got to consider that fur is one of the mammals’ success stories. Fur with an air layer trapped below/within it is a fantastic insulator. Fur with 1 centimetre thick layer of air is a much more efficient insulator than a 1cm thick skin or a 1cm thick layer of fat. (Mammals of course combine all three solutions). A scaly creature only has the options for two of those – thick skin (with scales) and fat.
Fur was probably what allowed mammals to become properly warm-blooded and to exploit all sorts of habitats that reptiles can’t cope with. So there are no reptilian polar bears eating reptilian seals on the polar ice caps, or reptilian pumas stalking reptilian guanacos in the Andes, or reptilian wolves hunting reptilian deer in a snowy winter forest.
You could perhaps say that your scaly mammals exploit fat much more than current mammals to stay warm. But fat as an insulator is a double-edged sword. On one hand you can also use it as nutrition in lean times, and burn it (as brown fat) to dump emergency heat into your blood stream (google ‘brown adipose tissue’ if you want to know more about that). On the other hand(s) there’s:
- The fat ‘death spiral’ – it’s cold so you burn fat. So your insulation is poorer. So you get cold. So you burn fat.
- Fat is an expensive tissue to accumulate. Foods which are abundant in fat aren’t common and may only be seasonally available, like nuts or spawning salmon.
- As a mammal you need to pour some of your own fat into your babies in the form of milk. If you and your babies need lots of fat to stay warm as well as for your babies to grow, you’ll be very restricted in where and when you can reproduce. Even more restricted than modern mammals who time their births to coincide with food abundance. Some abundance – lush spring grass in a chilly Canadian meadow – may not be lush enough for mum to keep scaly baby deer or scaly baby bear warm AND growing. After all baby has a large surface area to volume ratio and will be losing heat faster than mum.
So your scaly mammals will be restricted to warm climates. Or might breed much more slowly than their furry equivalents, because scaly-deer mum requires three years of feeding up to accumulate enough fat to have a fawn, while furry-deer mum only requires one year.
Finally do you only want pangolin-type scales, or are armadillos and glyptodonts scaly enough for you? Those have bony armour rather than keratin armour, but look scaly. Armadillos avoid the cold by retreating into burrows at night. Obviously this is not practical for mammals the size of a glyptodont, cow or giraffe!
There's a lot of chance in evolution--how about just "the lineage which first evolves some other very useful features that help lead to an adaptive radiation of that group (perhaps after a mass extinction), like the development of placental reproduction, happens to be a group of scaled mammals"? Unless there's some selective pressure specifically favoring fur over scales and thus driving the evolution of scales back into fur, but for most ecological niches I don't see why scales would be particularly disadvantageous.