Highly active animals require a good supply of oxygen to the muscles and tissue that make up an insect's body. But the waterproof cuticle restricts the available surface for gas exchange. As you might expect insects have come up with another unique solution - the tracheal system. Rather than use a respiratory pigment dissolved in blood insects transport air directly to the active tissues through spiracles that open to the outside of the body and are connected to trachea. These tubes extend through the body and ultimately turn into tracheoles which are missing the waterproof layer.
Gas exchange occurs across the surface of the tracheoles to the tissues immediately next to it.
Insects also display metamorphosis and only the adult stage has wings. The immature stages may resemble the adult, for example grasshoppers, or may not, caterpillars and butterflies are examples. Most insects are holometabolous indicating that there must be some distinct advantage to this process. The answer to this is the complete partitioning of life into two different stages. The first is as a feeding machine, collecting and processing food, then storing it away to be converted into the adult and eggs during the second stage.