Mayflies are born on the stream bottoms. They go through various stages of life which will discuss next. Mayflies provide a constant source of food for trout.
Mayflies hatch from an egg and spend the next year or so underwater as a nymph. During this stage they shed their skin frequently. To see what kind of nymphs are in the stream you're fishing, pick up a few rocks from the bottom. See which is the most prevalent and try to match the color, size and shape of the real nymphs.
The current will catch nymphs and wash them downstream to a waiting trout. To imitate this action, cast your artificial fly so it hits the water above a spot where you suspect a fish to be hiding. Cast it far enough above the spot so it has time to sink to the fish's level. If the current is strong, you'll need to utilize some type of weighting system to help get the fly down to the level of the feeding trout. You'll need to adjust this frequently for the changing situations.
Don't be intimidated by nymph or subsurface fishing. When I started fly fishing I was nervous about nymph fishing as I figured it would be difficult because unlike fishing dry flies, I couldn't see the nymphs underwater. As time has passed, though, I've grown to love nymph fishing and now do it every bit as much. To start out fishing nymphs you'll generally want to position yourself up current from the feeding trout and cast the nymph across and slightly down the current. Sometimes you may want to animate the fly to look as though it is swimming to the surface. If a fish senses that the nymph is going to get away it may attack. Cast your nymph up current of the fish and allow it to drift right to the fish. Then, just as your fly is about to reach the fish, lift your rod and fly line to make the fly rise and appear as though it is going to escape. By doing this you'll bring out the predator in the trout because if it thinks its next meal is going to get away the trout is likely to attack.
After the initial year underwater as a nymph, the mayfly begins its next stage where it sheds its armor and emerges to the surface to fly away and live its short life as an adult.
When multiple mayflies all of the same species emerge at once, we call this a "hatch." The trout sense this phenomenon and their predatory instinct "turns on".
Emergers are actually the mayfly's first stage of adulthood. Not only must the emerger escape it's armored skin but it also must penetrate the water's surface, called the film. One tell tale sign that trout are feeding on emergers is if you see them "bulge" the surface of the water. In this instance, they'll won't actually break through the surface of the water. You'll usually just see the top of the fish as it arches up and back down again. To try to match these emergers, take a piece of cheesecloth or similar material (they also make nets just for this purpose) and try to catch a few and take note of the size, color and shape and tie on the closest thing you have to it. Then suspend this fly just beneath the surface where the fish are feeding.
When a mayfly emerges from the water, it straightens out its wings and floats on the water until they dry. This stage is called a dun. As soon as the dun's wings are dry, it takes flight to a nearby tree where it undergoes yet another change. Within a few hours, the dun's shell splits open and a "spinner" emerges. Spinners will then mate. Then the females will swoop down to the water surface, deposit their eggs and die very soon thereafter. To simulate this stage of the mayfly, dead drift (float the fly down the stream with no movement) a dry fly with upright wings, matching the size, shape, and color of the natural fly, and allow it to float naturally. Any unnatural movement in the fly is called drag and this occurs when the fly floats faster or slower than the current or any other natural insects. This will cause mini ripples around your fly causing it to look unnatural. This is usually fixed by mending your line.
Like the hatch, the fall of many spinners triggers fish to begin another feeding binge. There's no better experience than to be a part of a productive hatch.
The next species of flies are the caddis flies. These are also sometimes referred to as sedge flies. Caddis flies look a little like moths when they become adults.
Larvae and Pupae
Hatching from an egg, a caddis becomes a worm-like larva. These larvae will find anything they can to surround themselves with for protection. Some surround themselves with sticks or bits of vegetation or even sand bound together with silk that they excrete from their mouths. You would fish this stage about the same as a nymph in that you dead drift the fly down at the depth at which the trout are feeding.
The pupa stage begins anywhere from six months to a year after it is born. During this stage an adult body forms inside the pupa. When it is ready, the adult then emerges out of its covering with quite a show, beginning the final stage of adulthood.
The emerging adult produces a gas bubble that floats it to the surface. As it ascends to the surface, the shell expands and bursts, and the adult pops out of the water. Some ascend with such speed that fish leap out of the water after them while others have to rest for a moment before taking flight. They'll test their wings which will attract any nearby trout to strike.
You'll want to simulate your caddis flies to appear as though they are rising to the surface, about to take flight. Cast your fly upstream, allow it to dead drift to the fish, and just before it arrives, lift your rod and fly line to raise the fly.
Stoneflies vary greatly in size all across the U.S. If you find a clean, highly oxygenated stream you'll probably find stoneflies nearby. They are very important to a trout's diet.
Trout probably eat more nymphs than adults because the immature insects are more abundant most of the time. The nymphs range in size from less than a half inch long to the giant stoneflies out West, which are as long as two to three inches.
Stonefly nymphs usually emerge from the water by crawling onto the shore, breaking out of it's armor and leaving its shell behind.
The wings of artificial stonefly adults sweep back over buoyant bodies-like the real insect with two tiny tails. In the East, where its common to interchange small stoneflies for caddis flies, artificial caddis flies often will fool fish feeding on little stoneflies.
If you are convinced that your fly is the same size, shape, and color as those of real stoneflies on the water but the fish continue to refuse it, try to twitch it slightly just before the fly floats over the fish. Sometimes animating a floating fly triggers a predatory fish to attack.
Some of the other less popular fly types are the damselflies and dragonflies. These are larger flies and are usually hit or miss. If a trout likes the offer, it will attack it violently. Otherwise, it's just not interested.
Many insects are also imitated and these patterns are called terrestrials. These are insects such as ants (black, red, cinnamon, winged, etc), beetles, crickets, grasshoppers, etc. Terrestrials are usually fished next to grassy banks, just downstream from a low overhanging tree or along a stretch next to a meadow and on windy days when the wind may cause many insects to enter the water accidentally. For best results, always fish terrestrials close to a bank where the natural insects are most likely to be.
Worms and Leeches are also a food source for trout. Some flies to imitate these creatures are the Inch Worm, the Green Weenie and the Wooly Bugger. These are primarily fished toward the bottom but have been know to catch trout just below the surface as well, depending on the situation.
Other flies to tie/use to imitate food sources would include sucker spawn, scuds, streamers, shrimp, crayfish, eggs and even small mammals such as mice, shrews and moles.
As the name indicates, these flies are tied with the sole purpose of attracting fish. I saved it for last because unlike the other patterns talked about, this one isn't really tied to imitate anything in nature. Trout have a curious nature and these flies are tied with bright colors to prey on the trout's curiosity. Probably the most popular attractor fly is the Royal Coachman. The key to picking the right fly (in the beginning) is to not be afraid to ask a fellow fly fisherman what pattern they've had luck with. Chances are they'll be happy to share their secrets.