ewwwwww major heeby jeebies! throw it in a pond or something, if it grows up to be a dragonfly it wont be so freakin gross and ugly! talk about the ugly duckling phase!
This is the coolest site for identifying weird bugs- yours are here too- http://www.whatsthatbug.com/category/dragonflies-and-damselflies/
(no, I don't work for them!)
There are some naiads if you scroll down the page and more if you click "previous posts" at the bottom.
Thank you for such an interesting topic- I learned something new!!!