Biological evolution by a process of natural selection does not occur in linear fashion, much as a chain with one link connecting and leading to another, e.g. A evolves into B, B into C, and so forth. A much better way to visualize the evolutionary process is to imagine a tree with branches that give rise to other branches, which give rise to smaller branches, which give rise to many twigs, etc. There is endless variety in life and among species. Many varieties or types are less well suited to the circumstances of the prevailing environment and are less likely to survive, whereas other types are better suited and flourish (at least temporarily). Natural selection works with no end goal or result in mind. Those forms or types less well suited are "pruned away" from the tree. Only certain twigs survive to give rise to new generations, which also will exhibit variations. As humans, we see the evolutionary process from the biased perspective of our brief moment in time. When we look at currently existing species we are viewing the surviving twigs from a once extremely luxuriant tree, most of whose branches have been pruned away. This makes determination of biological relationships, and answering questions about the ancestral types of currently existing species, a very exciting quest indeed. In short, it is unproductive to visualize the evolutionary process from the analogy of a "chain" comprised of a series of connecting individual links, and in terms of the evolution of our own species it is likely futile to search for "missing links" as they likely don't exist.