You have to understand that all genetic advantages apply right here, right now. If a pegasus animal was to develop, let’s say, it wouldn’t have something kind of like wings, and eventually full wings. It would have say a mutated vertebra that made it harder for fairies to sit on its back or something. Maybe after that, it would develop the ability to move that vertebra around a little to even better fend of fairies.
The eye is a commonly held example. You don’t need a lens and all the working parts of an eye to start on that evolutionary journey. You just need an organism with some photo-sensitivity, which would have a statistical advantage due to that extra information it has access to. The “novel body part” can only occur if there are advantages every step along the way from that first development to the final fully-developed organ. But it’s only novel in the sense that one organism doesn’t have it, and its descendant millions of generations later does have it. There was never a time at which an eye just popped into existence due to a mutation.