There are over 600 species of mayflies in the United States, and over 3000 species worldwide. They spend most of their life in the water, and come out as for a very short two or three days in order to mate.

An interesting view of this remarkable insect

Same bug, good look at the eyes

After molting, even the tail shape is retained
Mayflies have an interesting life cycle that includes molting. We spotted this insect a couple of days ago and his molted shell showed up this morning. There is lots of good information on these insects on the web. Hit up “life cycle of mayflies” on a search.