They vary in appearance depending on the habitat they have adapted to live in. Most have three tails. Some have long legs for swimming whilst those in faster moving water have short strong legs for crawling. At the surface the 'dun' emerges from the nymph stage as it sheds it's old skin. Although winged it is not yet sexually mature, and it must cast its skin one more time to become a spinner.
Mayflies are unique in having a pre-adult winged stage.
They are the only insects that molt again after they have developed functional wings. This stage is called 'subimago' but more commonly known to fly fishermen as the 'Dun' stage. The nymphs can molt between 12 to 50 times and take over 2 years before they reach the adult stage. Fully grown nymphs rise to the surface and molt into the 'subimago' or 'Dun' stage. This is the most dangerous time for any mayfly as they are easy prey for fish from below and dragon flies from above.