It has been known for some time that pterosaurs, or at least some of them (though probably all), were not covered in naked skin as we are used to seeing them depicted in movies and books, but rather "fur". One of the first to be discovered, and still one of the most remarkably preserved specimens, Sordes pilosus, has a name that literally means "hairy devil".
But it can't be fur, because fur is something found on mammals (ie synapsids), not diapsid reptiles like pterosaurs.
Indeed, the two lineages would have diverged evolutionarily long before the first synapsid that would eventually give rise to the mammals proper would have evolved the first hair or proto-hair.
So the "hair" found covering many pterosaurs cannot be homologous, ie sharing the same evolutionary history, and must have evolved independently to mammalian hair and in a different way.
David Hone of Archosaur Musings, (and one of the authors of the paper that gives the unfortunate name pycnofibers as a substitute for hair or fur etc in relation to the wonderfully preserved anurognathid pterosaur Jeholopterus ninchengensis), explains:
So within tetrapoda we appear to have some kind of body covering evolve separately on at least three different occasions, twice within the diapsida (pterosaurs with their "fuzz" and dinosaurs/birds with their feathers) and once within the synapsida (mammals and proto-mammals).
The paper is more concerned with the unusual fibrous structure found within pterosaur wings and what that may have meant for pterosaur flight. The National Geographic article is here.