Cicadas are not kosher, no one eats them. The Torah permits some species of Grasshoppers but many do not eat them anymore.
וּבַחֲגָבִים, כֹּל שֶׁיֶּשׁ לוֹ אַרְבַּע רַגְלַיִם, וְאַרְבַּע כְּנָפַיִם, וְקַרְסֻלַּיִם, וּכְנָפָיו חוֹפִין אֶת רֻבּוֹ. רַבִּי יוֹסֵי אוֹמֵר, וּשְׁמוֹ חָגָב. וּבַדָּגִים, כֹּל שֶׁיֶּשׁ לוֹ סְנַפִּיר וְקַשְׂקָשֶׂת. רַבִּי יְהוּדָה אוֹמֵר, שְׁנֵי קַשְׂקַשִּׂין וּסְנַפִּיר אֶחָד. וְאֵלּוּ הֵן קַשְׂקַשִּׂין, הַקְּבוּעִין בּוֹ. וּסְנַפִּירִין, הַפּוֹרֵחַ בָּהֶן:
"And with regard to grasshoppers, whose signs were also not stated in the Torah, the Sages stated: Any grasshopper that has four legs, and four wings, and two additional jumping legs, and whose wings cover most of its body, is kosher. Rabbi Yosei says: And this applies only if the name of its species is grasshopper."
Since the Torah states that there are 800 non-kosher species of grasshopper and only 8 species that are kosher, we are no longer able to tell which species are kosher and which aren't. As far as I know no one eats cicadas as part of the 8 species that are kosher.