What are bones?
One-celled animals don't have any support system that holds them in a certain shape. Plants do have a support system, but it's the cellulose in the cell wall of each cell, rather than bones. Early multi-celled animals like jellyfish and sponges and worms also didn't have skeletons, but beginning with arthropods, about 550 million years ago, animals began to make specialized structures to support their bodies and give them a definite shape.
By about 510 million years ago, eels began to have their skeletons on the inside as well as on the outside (their scales). They evolved first notochords and then vertebrae to protect their delicate spinal cords. These early inside skeletons (endoskeletons) were made out of cartilage rather than bone. Sharks still have skeletons made out of cartilage.
By about 480 million years ago, some fish were beginning to have teeth, so they could eat other fish. To protect their heads, some fish evolved their teeth into skulls - the earliest skulls look like lots of tiny teeth! Fish also evolved two sets of fins - one near their heads, and the other about half-way down - to help them swim faster.
(thanks to Bone Clones)
During the Devonian period, about 400 million years ago, many seas were very shallow, and fish evolved to be able to live in very shallow water. Their fins developed into four legs, because walking worked better than swimming in these puddles, and they developed fingers to help them balance when they were walking.
Gradually these lungfish evolved into frogs, about 375 million years ago, and lived more and more on land. Their bodies were not supported by the water anymore, and they needed stronger bones to hold them up. How did the frog skeleton change from the fish skeleton? Can you see which parts match up?
Starting from the head, you can see that frogs have lost all their fish teeth. They didn't need teeth to eat the little insects they lived on. Like fish, frogs have hard skulls, but they have much bigger eye sockets, because they needed better eyes to catch the flying insects. Where fish have vertebrae and ribs, frogs have them too, but fewer of them.