A self-adaptive system can automatically maintain its quality requirements in the presence of dynamic environment changes. Developing a self-adaptive system may be difficult due to design time uncertainty; e.g., anticipating all potential environment changes at design time is in most cases infeasible. To realize self-adaptive systems in the presence of design time uncertainty, online machine learning, i.e., machine learning at runtime, is increasingly used. In particular, online reinforcement learning is proposed, which learns suitable adaptation actions through interactions with the environment at runtime. To learn about its environment, online reinforcement learning has to select actions that were not selected before, which is known as exploration. How exploration happens impacts the performance of the learning process. We focus on two problems related to how adaptation actions are explored. First, existing solutions randomly explore adaptation actions and thus may exhibit slow learning if there are many possible adaptation actions. Second, they are unaware of system evolution, and thus may explore new adaptation actions introduced during evolution rather late. We propose novel exploration strategies that use feature models (from software product line engineering) to guide exploration in the presence of many adaptation actions and system evolution. Experimental results for two realistic self-adaptive systems indicate an average speed-up of the learning process of 33.7% in the presence of many adaptation actions, and of 50.6% in the presence of evolution. Research leading to these results received funding from the EU Horizon 2020 programme under Grant Agreements Nos. 780351 (ENACT) and 871525 (FogProtect), and ANR-19-CE25-0003-01 KOALA project.