The following text describes the anatomy of odonate larvae. With a future update, loads of drawings will be added, so that your imagination will be less stressed.

Between egg and larval stage, there's a very short stage: the prolarval stage. Prolarvae turn into larvae very quick after the egg hatches, it usually takes a few seconds. Prolarvae are very small and don't look like odonate larvae yet:

Sketch of a prolarva

Like imagos, nymphs or larvae consist of three main parts: head or caput, thorax and abdomen. And similarly to the section about anatomy of imagos, each part will be discussed seperatedly.
 

The head of odonate larvae is rather unique: it has a feature that isn't found in any other animal and that's the construction of the lower lip. This lower lip has evoluated into a catching device that can be ejected with tremendous speed. The device consists of two main parts: the postmentum (sometimes referred to as to submentum), pointing backwards from the mouth opening until between the legs, and the prementum, which is usually held flat against the postmentum and points forward. At the end of the prementum (at rest just underneath the mouth opening), the two palpae are connected to the prementum. The palpae are claw-like devices that can be opened and closed. The two palpae together are used to grab prey. When the larva sees prey within reach, it ejects the catching device so that it stretches and grabs the prey with the palpae. Then it retracts the device and the prey ends up right in front of the mouth opening. All this happens within the blink of an eye! The shape of the palpae and prementum are identifying features for larvae of many species. Zygoptera have narrow, slender prementum and small, hairy palpae, while Anisoptera have broad prementum and large palpae. Especially Cordulegastridae, Corduliidae and Libellulidae: their palpae cover most of the front of their face when the catching device is not ejected.
The eyes of the larvae are generally small, much smaller than the imago's eyes. Eyes of Zygoptera larvae are considerably smaller than the eyes of Anisoptera larvae. Unlike their adult eyes, Anisoptera larval eyes don't touch on top of the head. Larvae lack ocelli, the small non-compound eyes imagos have, but during their final instar they are visible already underneath the skin. The last few days before emergence, the adult eyes are visible underneath the skin as well.
Like the imagos, nymphs have antennae. The number of antenna segments can be an identifying feature. Antennae of Gomphid larvae are short and clublike, while Zygopteran antennae are relatively long and slender. Most Anisopteran antennae are somewhere in between.
 

The thorax of odonate larvae is quite similar to that of the imago, and therefore isn't described in detail here. It contains the legs and the wing pads. The legs are like those of the imagos, so: no details here. The wing pads contain the wings-to-be. If you look sharply, you can see the wing venation on the wing pads during later stages. A few days before the larva emerges, the wing pads swell up.
 

The abdomen contains the vital organs. It consists of ten segments, like those of imagos, but it's shorter and thicker. By looking at the abdomen, Anisoptera larvae are easilly distinguished from Zygoptera larvae:

1. Two cerci
2. Two paraprocts
3. One epiproct
4. And for males: one dorsal lobe.

Anisoptera larval abdomen are usually less slender than those of Zygopteran larvae. Both Anisopteran and Zygopteran larvae are easy to sex, at least when they are not too young: