Have you reviewed the intro to insect life stages page? We recommend this page before continuing on.
Mayfly, Order: Ephemeroptera
Mayflies typically have plate-like gills that are located on the side of their abdomen. They will have 6 jointed legs that end in 1 claw. Most mayfly nymphs have 3 tails.
Stonefly, Order: Plecoptera
Stoneflies have no gills on their abdomen. If gills are present they will be found on the underside of the head and thorax. Stoneflies have 6 legs that end in 2 claws. Stoneflies will have 2 short tails. Go to stonefly adult.
Dragonfly, Order: Odonata
Dragonflies have no tails. A dragonflies body is squat and stout. They have large mouth parts.
Damselfly, Order: Odonata