I have heard of the Mayfly, but I have never seen one up close in person. When I was working on the RV caulking, I ran across this.
With the front legs raised, it looked kind of like a winged praying mantis that needed a tan.
Mayflys are also known as shadflys, fishflys, up-winged flys, and Canadian Soldiers. (That last one does not sound like a complement to Canadian Soldiers, but I am now going to dream about a mayfly riding a moose wearing a mountie uniform.) In North America, they hatch from spring to autumn (not just May) in the northern United States and Canada. In some places, they hatch in enormous numbers and can be seen as giant swarms dancing on the great lakes. Concentrations of mayflys indicate clean oxygenated water.