Like the adults, the damsel nymphs are thin while the dragon nymphs are stout. Both are fairly large, and can be imitated with size 10 and up to 4 or 6. Both are usually dull green to dark green, because they use weeds for cover. In weedless lakes, they could be brown. Dragon nymphs have large prominent eyes.
Some people fish blue damsel adult patterns as dries, cast to sighted fish.
Obviously, terrestrial insects are not, as a matter of normal course, available to fish. But many do inhabit the land near the water, and will fall or get blown into the water, and thus become available as a food source. In other areas, ant patterns will often fool selective trout that have been seeing all the standard patterns being fished and have learned to avoid them. In the East, inchworms can be effective in forested streams. When it comes to terrestrials, you should, essentially, use your imagination.