Muscles, the part of bodies which give them the ability to move in certain ways, are soft and flexible. All animals need a rigid structure so their bodies maintain their shape. We mammals (and many invertebrates, too) have endoskeletons, interior structures composed of many dozens or hundreds of bones.
However, insects are too small to have bones – any bones that size would be very weak. Therefore, insects instead have exoskeletons. Exoskeleton is similar to bone in that it is a hard, dense material. Exoskeletons (as the name implies) are on the outside of flies’ bodies, like a suit of armor.
Exoskeletons do serve the function of maintaining a fly’s body’s shape. However, they also act as a protective measure – preventing much harm from coming to a fly after colliding with objects in-flight, as they often do.
