Check out this cool video of mantises hatching out of their egg. Mantis eggs are enclosed in a hard foamy pouch called an ootheca. The nymphs wiggle out of the egg and out of the ootheca on a thin string. They immediately molt (shed their skin) for the first time. After that they look like tiny mantises. Before it molts for the first time it is called a pronymph, after the first molt they are called L1 nymphs. When the skin is off, the tiny mantis dries off and walks away!
This specific mantis species has nymphs that look a bit different than the “ordinary” mantis species like the European mantis (Mantis religiosa). But they way they hatch is very similar.