the_darkm6n...
Welcome to Aquarium Advice!!
I think the insect you're talking about is commonly called the Water Strider. It is a long-legged insect of the genus Gerris that scoots over the surface of the water and feeds on smaller insects like mosquito larvae. Since you're talking about a cichlid tank then there would be no problem feeding them to your fish.
What you want to avoid are the more heavy-bodied water insects like Backswimmers which can deliver a painful bite with their strong, piercing mouthparts and could conceivably attack smaller juvenile cichlids. Also avoid the even larger Predaceous Diving Beetles and Giant Water Bugs which can also deliver formidable bites. Add the Water Scorpion (not a real scorpion) and certain insect larvae like the Dragonfly larva to the list of insects to avoid.