The earliest certain mayfly nymphs in the fossil record are from the late Carboniferous, about 360 Mya. The difficulty of placing fossil nymphs in an insect order, however, make this in dispute, with some authors claiming appearance as early as the Devonian is possible. Most fossil mayflies are larval fossils, ostensibly due to the very short time they have in the adult stage. [6] 

Description:  Soft bodies with short setaceous (bristle-like) antennae and vestigial mouthparts; wings held vertically at rest, hind pair much reduced; intercalary veins and many crossveins present; abdomen with long cerci, and with or without a medial caudal filament; larvae aquatic, campodeiform (elongated and flattened) with tracheal gills of varied form; true adult preceded by a subimago (winged instar).

Life Cycle: Mating normally occurs the same day adulthood is achieved. Females release as many as 8,000 fertile, oval eggs over the water, often scattering them or, in some species, in mass in a suitable place. After eggs are laid, females fall to the water and float, often drifting onto beaches in nuisance piles or windrows. Others are strongly attracted to and congregate under night lights.

Eggs laid on the water surface gradually sink to the bottom and, after a few days or several months, hatch into tiny aquatic nymphs well adapted for living at the bottom of quiet bodies of water or rapidly flowing streams. Some species burrow into the lake sediment to feed on algae, diatoms, aquatic vegetation, other aquatic insects, etc. When mature, nymphs swim to the surface or climb up plant stems or rocks where they break the skin, wait briefly for the wings to dry, and fly off. (This subimago period lasts a few minutes to 48 hours, depending on the species.) Subimagos are dull in appearance while true adults are shiny with longer tails and legs. [1]

From Troutnut.com:
"These are often called Cream Cahills.