There are a couple features unique to mammals, here are some:
1. Mammary Glands- evolved from modified sweats glands, these are used to create milk for offspring. Only females produce this milk.
2. Hair- this is an adaptation that provides insulation to keep the animal warm, provide protection of the skin, and sometimes camouflage the animal through the hair's color patterns.
3. Sweat glands- while being unique to mammals, they are not present in all of them. For example, whales do not have sweat glands at all because they live in the ocean!