My guess (and given how blurry the image is, a guess seems all that is possible) is an Ephemeroptera:
If it is a mayfly it would not account for the holes in your leaves.
That is definitely a Mayfly I concur. It looks exactly like one. I have seen many Mayflies. I am absolutely positive about that.
Mayflies won't harm plants. More or less fertilize it after dying so briefly after maturing. You may simply read into these insects online if you'd like to know more. The picture is clear enough, that every characteristic matches up to the normal Mayfly.