Subject: What is this bug?
Geographic location of the bug: Iowa
Time: 11:58 PM EDT
Your letter to the bugman: Can you please help identify this bug? it was trying to burrow into the siding on my house. Thanks!
How you want your letter signed: Thanks
This proved to be quite a challenge for us, but we eventually found this BugGuide image (which is eerily similar to your image) and this BugGuide image of a Small Squaregilled Mayfly in the genus Caenis. There is a nice image on Yobi Adventures. Mayflies have aquatic larvae and adults are generally found near bodies of water. We believe you were mistaken in your interpretation that it was trying to burrow into the siding of your house. Mayflies are popular bait for fly fishermen and many tied lures used by anglers are patterned after Mayflies.