This wonky little fellow is Callibaetis floridanus, a species of small minnow mayfly without a common name found almost exclusively in Florida and southern Georgia. It is one of only a few mayfly species whose nymphs (which are aquatic) can survive in partial saltwater as well as fresh water.
Mayflies are the most primitive group of existing winged insects, with fossils dating back to 280 million years ago in the Carboniferous period. Uniquely among insects, they have two winged adult stages (the preimago and imago). The adults do not eat, and live famously very short lives (from 1-2 hours to 14 days depending on the species), during which they disperse, mate, and lay eggs.
Mayflies are vulnerable to pollution, so if there is a healthy population in an area you can tell the water is clean. Fish love to eat them, so they are a popular “model” for tied flies.