praying mantis exoskeleton
He shed his skin the other day. Here's a look at it. The exoskeleton covers everything: body, head, legs, toes, mouthparts, even the antennae.

Me and my shadow

He's still pretty tiny.
This view shows how small he still is. He will need to shed his skin several times before he is fully grown.

Oh, and for all you new followers, just so you know, I usually call bugs "he" by default unless I know for sure that it's a female. And this little "guy" is too small to be certain of the gender.