In Animal Crossing New Leaf on the 3DS, there was this blue gray frog looking shadow that would surface as times swimming in one of my rivers. I couldn't get it to bite while fishing. The below describes how to catch this thing... This was a bit tough and requires patience.
It is actually a Diving Beetle. You need to catch it with your net. The Shadow will swim / float / glide along the water. It will surface here and there. You need to try to catch the Diving Beetle when it surfaces RIGHT NEXT to the shore. It's a pain to catch, but you will need it if you want to complete your insect library. It is found in the rivers and ponds from what I've read. I've not seen it in a pond yet... only river.
Happy catching! Feel free to post questions, comments, and if you caught the Diving Beetle.