Midges (family - chironomidae, order - Diptera) have a complete metamorphosis, egg, nymph, larvae and adult. They’re two-winged insects as adults, hence they’re grouped with Diptera, which means "two wings".
Mosquitoes, gnats, black flies, craneflies and deerflies are all classified as Diptera as well; of them, midges are the most important to trout. In egg form midges are not important as a food source to trout. Once in water the eggs quickly develop into worm-like larvae and grow quickly.
You can get more info about midges and how to fish them in the World Angler Magazine