Big waves of swallows rush through in spring a week or two before big waves of warblers, even though both groups eat insects. That's because swallows eat flying insects, while warblers usually eat crawling insects. Let's figure out the difference between them. But that's not how all insects progress through their lives. Dragonflies, damselflies, and mayflies are entirely different.
Nymphs have beautifully complex body shapes, with gills for breathing underwater, and no wings.
Some nymphs live underwater for three years or more. As they grow, they periodically shed their outer skin. The last time they do this, they don't pupate. They simply climb out of the water and as their outer skin splits and sheds off, their wings unfold. As adults, their main job is to mate and produce eggs, which will hatch into babies that live in the water for most of their lives.