Who would ever imagine that the elegant praying mantis is distantly related to the gross cockroach? That the adult mayfly's mouth is useless? That butterfly wings have scales?
A handy little chart on the 10 most common insect orders packs a lot of information on bugs into a tiny space. You can get it by mailing 25 cents to the Massachusetts Audubon Society, Education Sales, Lincoln, MA 01773.

