What is an insect larva called?

In the case of insects with complete metamorphosis (larva looks very different from the adult (caterpillar/butterfly) and the insect pupates) it's simply called a larva. In the case of incomplete metamorphosis (larva is a small wingless version of the adult, doesn't pupate but molts into final form) it's called a nymph, unless the larval stage is aquatic, like in dragon/damsel/mayflies and others, then it's called a naiad. Aquatic larvae of insects with complete metamorphosis such as mosquitos are still called larvae.