Are these Cicadas
These are indeed cicadas. You can tell that they are periodical cicadas by the red eye and the timing of the emergence.
They have a pretty interesting life cycle, which are evident in your photos. Here is our page about them: http://extension.umd.edu/sites/extension.umd.edu/files/_images/programs/hgic/Publications/HG43_Perio...
Your first photo shows it coming out of the ground. The middle photo is the mature, and the last photo is one breaking out of it's shell.
You can report their arrival here: http://magicicada.org/magicicada/
They are not dangerous for your lawn or for you. Enjoy them.