Every so often we are graced with big floaty awkward bugs that make their way into a trout's drift.  Cicadas are natural for us here in Utah because we get a decent emergence of cicadas (annual cicadas) every year and we fish them for multiple species of fish in both lakes and rivers.  The annual cicadas are shorter in body and have maybe a little bit more triangular shape.  The fly in this video is for the big McNasty Periodical Cicadas that are much larger and longer that only come out to play every so many years.  For the science on cicadas and how they hatch, I'm definitely not your resource. BUT...  If you like to fish big meat sticks for hungry fish (trout, bass, carp, bluegill, etc) then you should get some cicadas ready! 
Material List
  Hook: Firehole Sticks 618 Foam & Nymph - 4
  Hook (Alternate): TMC 5262 Nymph & Streamer Hook - 6
  Thread : Danville Flat Waxed Nylon Thread - 210 Denier - Black
  Thread (Alternate): Semperfli Classic Waxed Thread - 6/0 - Beige
  Body: Fly Tying Foam - 6mm - Black
  Body (Alternate): Rainy's Cross-Link Sheet Foam - 6 mm - Black
  Wing: Cicada Wings - Orange
  Eyes: Solarez UV Cure Resin - Thin Hard 1/2 oz
  Indicator: Hareline - Hi Float Foam - 2mm - Sunburst Yellow Orange
  indicator (Alternate): Hareline - Hi Float Foam - 2mm - Orange
  Over Wing: Fulling Mill Ultra Dry Yarn - Light Dun
  Over Wing (Alternate): EP Trigger Point Int'l Fibers - Caddis Western Gray
  Legs: Barred Sexi Floss - Medium - Orange
  Legs (Alternate): Barred Sexi Floss - Medium - Copper
  Cutters: Periodical Cicada Cutter Set
  Glue: Fly Tyer's Z-MentMaterials & Alternate Materials Listed Below