This was on our swing set. My daughter pointed out to me and said I should put it on "allthingsplants and get some acorns"! She is seven

Cicada. http://en.wikipedia.org/wiki/C...

She will be happy to know the answer.

Wow! that sure was quick!

It looks like the cicada has not yet emerged from the shell. When it does, there will be a lateral split down the back of the shell & the empty shell will remain right where it is until you or nature ends up knocking it off. When the cicada emerges, it will be the most beautiful color green including the see through wings. Later, it will turn brown.

Yep, a cicada exoskeleton...I used to collect these as a kid and pose them in my toy cars, like they were driving...freaked my mom out!