Step 1: Recall the features of mammals: they have mammary glands, hair or fur, and (mostly) give birth to young ones. Step 2: A bat is the only flying mammal; it feeds milk to its young. Step 3: Whales and dolphins live in water but breathe through lungs and feed milk to their young, so they are mammals. Step 4: A shark breathes through gills and lays eggs or gives birth without milk – it is a fish. Answer: Shark.