The large ones we see when a bird stretches its wings are “flight feathers,” but they also have fluffy ones called “down feathers.”
But unless you have a body like a kangaroo, the amount of energy needed to hop regularly when your mass is above a certain amount will be more than you can afford. Try hopping to work tomorrow instead of walking and see how long you can manage it.
However, mosquitoes, contrary to poplar belief, are not bugs. Another factor that comes into play is the fact that baby true bugs look like small wingless versions of adult true bugs.