Moved from Mayflies. Thanks Lloyd!

This might be something in Procloeon or Centroptilum, but that is speculation based on the venation of the forewings and the apparent absence of hind wings. The larva did not crawl to that location; the shed pellicle is that of the preadult winged stage or subimago. Although the nymphs of a few genera/species crawl out onto waterside rocks or vegetation to emerge, most mayflies emerge into the subimago stage at or under the surface of the water.

As for your question about identification to family, the turbinate eyes of the males and hind wings that are either minute or absent are a few of the more obvious traits that help to identify adult baetids. (Provided that it is intact, ephemerellids would have a terminal filament in addition to the two cerci in both the subimago and imago. They also have conspicuous hind wings.) Unless someone was very familiar with this particular species (I am not), getting your specimen to species would probably require comparing the genitalia to keyed features/illustrations.