Pictured is a nymph of the olive family
Baetidae of which the Large Dark Olive is a member.
Worldwide there are about 800 species. North America has 147; Britain has 14. The slender streamlined nymphs are defined as 'agile-darters' because they can swim like tiny fish living underwater amongst vegetation or under stones and debris. They are herbivorous.
Although the nymphs have three tails; the central one is lost as true olives hatch.
Mayflies (Ephemeroptera)
The above link page should explain the life cycle and of the other nymph types. This should help you enjoy the more detailed images and explanations sometimes found on this Forum in the Entomology section.