You observe that a mystery organism in a pond never comes up to the pond's surface. if you are able to catch one of these organisms, bring it to the lab and dissect it, you should find

The answer would be gills

If the organism never comes up to the surface of the pond, its respiratory organs should be able to take oxygen from water efficiently. The organ that adapted for taking oxygen from water is gills. Book lungs and spiracles found in insects and it is not an ideal respiratory organ in water. Trachea or windpipes should be used for delivering wind from the atmosphere, not water.