My husband says this is a mayfly.   After looking it up, I think he is correct.  Apparently they come in hundreds of varieties.  While looking it up I found this website, which you might find interesting if wanting to learn more about the mayfly (

This one was on the outside of our door.

As a side note, be forewarned, if you photograph the outside of your door on macro mode, you will want to scrub on it for a week!  Eeek!