Consider. We now know that insects arose in fresh water along with vascular plants during the late Silurian about 430 million years ago, and that their closest relatives were freshwater crustaceans similar to the brine and fairy shrimp which survive today.
Fairy shrimp have an interesting feature — about 7 to 15 pairs of legs lining their long thoraces, one pair of appendages per thoracic segment. By comparison, insects have "only" six legs (3 pairs of thoracic segment appendages). But insects evolved for scores of millions of years between the Silurian and the Carboniferous, when gigantic dragonflies buzzed the horsetails and club mosses. A recount of all those insect appendages modified to other uses lists 3 pairs of legs and two pairs of wings per thorax, with possibly a couple of palps migrating forward to the mouthparts in the head. These suggest a proto-insect crustacean ancestor with a six or seven segmented thorax, well within the body type of freshwater Anostracans.
Now evolution begins to knead the hot wax of DNA, forming it into shapes useful for aquatic insects. Step one, something like the water boatman's swimming limbs, probably appendages from the anterior, first two thoracic segments. These eventually become wide, veined (like all insect wings) and possibly, able to hook together on each side for extra power bursts. A complete set of "water wings" (no more implausible than a turtle's or a penguin's — or a water boatman's!) And, of course, at this point, the entire insect life cycle is still underwater.
So when did the wing pairs migrate up on the thorax to the insect's "back"? Probably early, just as modern airplanes suspend or support their fuselage on the airfoil plane. In the case of insects, "early" would mean "still underwater." It seems likely that the pair of appendages just behind (i.e., rearwards from) the wings would migrate forward and become mouthparts (perhaps the undershot folded jaw of a dragonfly larva?)
It seems even likelier that this entire wing evolution — up to and including transparent, veined wings! — played out within the Anostracan crustaceans, and that this is the development that launched insects as a competitively favored group. (It is no more true that springtails and silverfish are the "first" insects than that crocodiles are the "first" birds.)
When the fossil record becomes more complete, it seems likely that one might find both wing forms (upper or lower), with the lower plan dying out. Considering the fluid dynamics involved, t seems extremely unlikely that body plans would exhibit six wings (3 pairs), although I suppose that is not impossible. The "biplane" type, with wings over and under the fuselage of Snoopy's Sopwith Camel, probably never existed because an insect's wings are not merely airfoils, but the cutting edges of insect propulsion.
Point being, just like whales, insects have "intermediate" forms, and "intermediate wings" are not only useful, they convey a huge competitive advantage to insects living in water over other freshwater crustaceans which, in the modern era, are reduced to living in vernal pools and puddles during desert rainy seasons.
Disclaimer: This is a complete crock, of course — or as I like to call it, just an educated guess. But I was right about plate tectonics back in 1968, Iowa State geology class, so who knows? The wonderfulness of a decent theory like evolution is that it allows one to make predictions with a fair likelihood of eventually turning up in the slowly accumulating body of fact. Besides, creationists have used insects to poke alleged holes in Darwinian theory for decades, but the evidence so far does not support the pig-ignorant, irrational view.