Mayflies are not flies but are in their own order called Ephemeroptera. They have two sets of wings that are held above the body. The hind wings may be smaller than the front pair. Mayflies have two long tails at the butt-end of the body and can have large eyes. Mayflies also only live a few days after emergence and some species can be found emerging from streams and rivers during winter and early spring.
Corrie Nyquist 2018