Hair might or might not be useful. Having hair itself is not very useful since this defines mammals as separate from other organisms, but a special type of hair could be used to define one group of mammals apart from all others.
Work Step by Step
This question is helping you to see that a shared feature defines a group. Whether a feature can be used to define a group apart from the whole depends on the state of that character and how it is defined-- it must be different somehow in each group.