This page will help you learn to identify Mayflies so when you encounter them you will be able to identify the insect and then match the hatch with the proper fly. Check out Jason Neuswanger aquatic insect site from Cornell University on Aquatic Insect guide to Entomology for Trout Fishing

These are just some of thing trout eat that would naturally fall into the water during different seasons. Trout are opportunistic feeders and will eat what ever comes available.