Many animals such as earthworms, millipedes, and even ourselves have a body divided into segments. Whether our last common ancestor had segments—or not—remains a highly debated topic in biology.
To answer this question, we need a more complete understanding of the diversity of segmental traits in animals beyond the typical groups considered to be segmented.
I wrote a book chapter that reviews the segmental traits present in non-segmented bilaterians (animals with bilateral symmetry).

Reference
Vellutini BC (2020). Segmental Traits in Non-Segmented Bilaterians. In Cellular Processes in Segmentation (ed. Chipman, A. D.), pp. 205–254. CRC Press. [PDF / URL]