Why did living things evolve to have feelings ?

We didn't. Feelings are not supernatural or unique to humans. They are chemical reactions to situations which are triggered when the brain perceives a situation in a particular manner. We did not evolve to have feelings. They were ever present. Feelings are determined by how we perceive situations. Over time due to changes in society and culture, we have begun to perceive things different. For instance, a person born in 1905 in India would have found it difficult to imagine India without the British. If that person was told that India would be independent after '47, his brain would perceive this situation with pure astonishment and delight. However, to someone born after '47 or even a few years before '47 when independence was certain, such a situation would not generate as much astonishment. Feelings have always been ever-present, but our perception has changed over time. A better question would be - How does human perception evolve? Just saying!