If we didn't evolve, we would all be walking around on four legs. We also might have fur all over our body.
Why do mosquitoes make that annoying buzz? The answer: to find a potential mate. Female mosquitoes buzz at a much lower frequency than the male. But, when the get closer to each other, they adjust the frequency of their wings and produce a common tone. In other words, they communicate to let each other know that they've found a partner.
Right now, wind is our best option. But, there are some promising technologies on the horizon which may change that.