First, let me assure you that I am in no way an expert in entomology, far from it, but the knowledge that I have accumulated in the past 35 years might help you to understand a bit about the Mayflies that we hear so much about.
To start we have to study the types of aquatic insect important for the fly fisherman. We do not intend this chronicle to be a masters in entomology, but simply a small overview.

You hear the words "mayflies", "stones", and "caddis". We should be able to recognize the difference between these insects and the time they hatch.

I will try and put some kind of order into this, (remember, I said "try!")

(EPHEMEROPTERA)

EPHEMEREA

(Mayfly)

We will start with the most important and popular of species for the angler, which are the "ephemèroptera". The "shad" flies has we sometimes call them.

Defenition; ephemer /optera: "ephemera" from the greek word meaning "last one day" and "ptera" meaning "with wings"

Mayflies (ephemeroptera) are insects that have an incomplete progressive metamorphosis of three stages, the egg, the nymph (larva) and the adult. The trichopterea or "caddis" have a complete progressive metamorphosis: the egg, the larva, the pupa and the adult. (We will read about these in another chronicle)

The nymph of the Mayfly is aquatic and can live under the water for 12 to 36 months, depending on the species before the adult is born, so you can imagine the importance of this food for the trout. Following the hatch, we will see the stage of the subimago commonly named "dun" (the period between the nymph and the adult insect). Finaly the mayfly with go through another change that will bring it to the imago, the adult insect or "spinner".

The mayfly nymph has six or in some cases seven pairs of gills to breath with. Most of the species have three sets of legs and three tails.
The nymphs are categorized in families according to their habits, structures, etc... Some burry themselves in the bottom of the river (ephemeridae), those that crawl on the silt bottom (baetidea), and those that hold on to the rocks (heptagenidae).

The wings open up on the last stage of the nymphal life. They emerge and split their wing case. Once on the surface of the water they open up their wing to let them dry, and then develops into a subimago. Following the hatch, the mayfly drifts with the current until it's wings are dry, that is the moment that the trout feast on them. Once the wings are dry and they have not been taken by the trout, the subimago flies to the nearest twig or branch or long grass on the shore of the river and then goes throught it's last metamorphosis to become an imago, that can take a few hours to two days depending of the species.
After the last change, the imago will appear with transparent wings instead of the flat colour that you would see in the subimago. The mating process is done over the water while in flight. The female imago drops their eggs on the surface of the water and tired after this mating they die and fall to the surface of the water to the great delight of the trout that gorges themselves on these nice pieces of meat. Once in a while a hatch of subimagos and a fall of spinners will happen at the same time. If you have the privilege to be there at that time you will have the best fishing you ever had. The trout looses all instinct of danger and goes crazy with the bounty that is offered to them.

There are different families of mayflies: ephemeridea, baetidea, ephemerillea, leptophleiidea, heptagenidea, siphlonuridea, caenidea, isonychiides and amny more. In North America we find 17 families and 611 species. What concerns us are the ones that are targeted here.

You will see hatches of mayflies from April to August: April, May and June being the most important.

Many will tell you about collecting mayflies in the river to copy them at the tying bench. Make sure that the fishing rules of the region you are in do not forbid such practice.