Which insect order includes mayflies, stoneflies, and dragonflies?

The insect order that specifically includes mayflies, stoneflies, and dragonflies is the Odonata. Odonata is the order comprised of dragons and damselflies, with defining characteristics such as large, multifaceted eyes and two pairs of strong, membranous wings.

Mayflies belong to the order Ephemeroptera, while stoneflies are classified under the order Plecoptera. These groups, including Odonata, are distinct and classified under the broader class Insecta. Although Insecta correctly identifies the class that encompasses all insects, it does not specify the exact order that contains mayflies, stoneflies, and dragonflies.

Thus, Odonata is the correct choice because it directly addresses the specific group of insects mentioned in the question, while the broader classification of Insecta is too general to satisfy the query.