[Ichneumon]

What part of evolution would give them feathers in a warm, humid jungle-like climate?

First, not all dinosaurs lived in "humid, jungle-like climates". Earth has always had a wide range of climates, even when it was on the whole warmer or colder than it is now.

Second, ectotherms ("cold-blooded" animals, although that term is now out of favor) always have problems with regulating their temperatures. Anything that helps keep a more *steady* internal temperature is an advantage, since fluctuating temperatures cause all sorts of problems, biologically. Even in a warm climate an "adjustable insulation" like feathers would help increase heat retention when the temperature drops, and allow more heat out when the temperature rises.

[Salamander]

I guess it all depended on the neighborhood, then?...:)

[Maceman]

Second, ectotherms ("cold-blooded" animals, although that term is now out of favor) always have problems with regulating their temperatures.

It has generally been accepted among paleontologists since the 1970s that dinosaurs were warm-blooded ("endothermic", if you prefer).