The comparison scores every group at once. This page is for the moment you already have a pair of names in mind — mayfly or stonefly, scud or sowbug, shad or alewife — and want the structures that keep them apart, in one look. Nothing here is a current hatch.
The differences, and nothing else
Best separating check: Leaf-like caudal lamellae (damselfly nymph)Close look It separates Mayfly from Damselfly / Dragonfly cleanly, and every pair of groups still in play differs on it (look closely with it still).
What to look at
Mayfly
Damselfly / Dragonfly
Grasping labium / mask (Odonata nymph)decisiveIn hand
Rows come from the reviewed diagnostic weights the comparison scores with. “Decisive” means one answer puts them at least four points apart — the carrier's own rule for a structure that separates a pair.
The two entries, side by side
Ephemeroptera
Mayfly
This one grows wings, and then does it over.
First check
Count the tails, then look for gills along the sides of the abdomen. Three tails plus side gills is about as close to a clean mayfly call as field observation gets.
What it is
Mayflies are the only insects that grow a full set of working wings and then moult again. The winged insect that leaves the water is not the finished animal — it is a dun, a subimago, cloudy-winged and dull-bodied. Within hours to a couple of days it sheds one more time into a spinner: clear-winged, smooth and shiny, built only to mate and die. Two winged forms of the same animal, hours apart, sitting on the same water.
Stages
Nymph (2–32 mm) · Dun (subimago) (Under 4 to 40 mm body; most families 4–20 mm) · Spinner (imago) (Under 4 to 40 mm body; most families 4–20 mm)
Water
river, stream, lake-margin
Separates from Damselfly / Dragonfly
A grasping labium / mask, or leaf-like caudal lamellae, is Odonata. Mayfly cerci are round filaments, not gill plates.