Is it reasonable to conclude that all mammals could have evolved from a common ancestor?
Within the last few years biologists have determined that ALL humans descended from a SINGLE female ancestor 200,000 years ago (See "Mitochondrial Eve" link below.) Extrapolating backward, perhaps the analogy fits; how much evidence has accrued certainly would dictate the reasonableness of the conclusion. Descent from a common, single ancestor may have happened for other mammalian species as well; for every mammalian species to have descended from a common ancestor puts the question far back in time and may never be answered definitively, but anatomical comparisons between mammals provides strong evidence that that conclusion may be correct. Look up "pentadactyl limb" and see how similar are a hand, bat wing, whale flipper, and horse hoof.
If one studies evolution and the history in the Origin of Species by Charles Darwin there is a possibility that all animals may have originated from a single cell. However it is impossible to prove such a theory when there are very little artifacts that are conclusive. With so much evidence of the variety of species of animals on this Earth, scientists have investigated for centuries the age old question, "Where did we come from and how did we evolve?". Beyond the discovery of various skeletal remains of our human ancestors it is highly unlikely that we all evolved from a single cell. Comparing science and religion can also give you a different perspective as the Bible indicated that God created everything on this Earth.