Do all insects pass through four stages?

No. Grasshoppers, crickets, termites, mayflies, cockroaches, dragonflies, and some others go through only three stages: egg, nymph, and adult. This is known as incomplete metamorphosis. The egg stage and adult stage are the same as in complete metamorphosis. Only the nymph stage is different. Nymphs have unformed wings, are smaller than their parents, and are often not the same color. The nymphs gradually grow bigger and develop wings and reproductive organs.