This process is called sublimation. The opposite (deposition) is where a gas turns directly into a solid. Sublimation occurs if the pressure and temperature are right for the specific substance, so that the solid phase in a phase diagram borders the gas phase.
Most cicadas go through a life cycle that lasts from two to five years. Some species have much longer life cycles, such as the North American genus, Magicicada, which has a number of distinct broods that go through either a 17-year or, in some parts of the world, a 13-year life cycle.
After the long 2 to 17 years, cicadas emerge from the ground as nymphs. Nymphs climb the nearest available tree, and begin to shed their nymph exoskeleton. Free of their old skin, their wings will inflate with fluid and their adult skin will harden.