Fish evolved lungs while still living in water. They started as swim bladders, which are air filled sacs that help fish control their buoyancy so they don’t have to spend as much energy swimming all the time they can just float statically in the water.
Then they evolved the ability to get oxygen from the air in their swim bladder, allowing them to get extra oxygen if they were swimming though low oxygen water. Some fish still do this.
Finally this ability to get oxygen from air allowed some fish to leave the water completely.
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