One of the main and most recognizable characteristics delineating arthropods (and some other animals - see Ecdysozoa) from other animals is its ability to moult. Contrary to our body plan, they have a hard exoskeleton and attached muscles on the inside, where we have exactly the opposite. We have an endoskeleton and muscles attached outside. Both types have their own advantages. Having a hard shell makes it a bit harder to grow, but, you do have a hard shell for potential impacts.
Moulting is a critical time for all animals. This is the time where they shed part of their old skin (a lot of it reabsorbs and is used again to build the new shell) and expose their soft sides. This is the ideal time for predators to strike and hence, animals tend to hide. They also lose their usual coloration (see pictures) which usually makes them more visible. This is also the time where interspecific "confrontations" often take place. If you are growing crickets and it’s too crowded and/or limited supply of food and water, the animals will tend to eat each other during moults, less frequently when fully armorned (personal observation).

Luckily for me, there are also weirdos out there, and here is one of them. I keep a tiny grass stem in the terrarium where I keep the crickets, and one thought this would be a great spot to moult. In the pictures below, you can see the (pale) coloration (or the lack of), the exuvium (moult) and a fully grown cricket. It takes at least 10-20 minutes for them to attain their full coloration. I don’t know how long it takes for the shell to reach terminal hardness (I’m not fond of poking animals). Perhaps it correlates with the color?
Adult males and females have wing, and males use them to produce a high pitch sounds, also audible to us, but especially to their females. The females (not pictured) have a long hard ovipositor protruding from the terminal end of their abdomen. They use it to deposit eggs deep into the soil, where they have more favorable constant conditions (temperature, humidity) to develop.