I have been reading about the evolution of mammals lately. I just read about Megazostrodon.
How do we know they were warm-blooded and suckled their young? Is this something that can be seen in fossils?
I’m told evidence for having fur is indirect: if an animal has fur, it needs to groom it. To groom it’s fur it needs a neck flexible enough that it get at as much of it’s body as possible. Neck flexibility can be deduced from the structure of neck bones.
How they infer lactation, I don’t know.
We do not, directly. However, there is a sequence of seven differences between (modern) reptiles and (modern) mammals which the fossil record shows occurring one after the other. The inference is that, having “crossed the line” with regard to fossilizable traits, it had in fact developed the other unfossilized traits as well.
As for suckling it’s young, one of it’s young wrote a letter to the Playboy Forum, back when Hef was young, and…
I was thinking that they found an ash buried nest with hatched Megazostrodon young, (that they deduced were recently hatched at the time of death) and that they were not developed enough to eat solid food, and obviously had to be nurtured, including nursing? 
I am not sure if it was this kind or not, I remember reading about the scientist’s findings, it made the news a few years back.