Probably aphids. Just squirt with water to knock them off. Or run a gloved hand through the foliage and squish them. Soon the lady bugs will show up and chow down on what's left.

Yes, they are aphids. A strong stream of water will knock them off. However, they sometimes will climb back up on the daylilies. You can add a little Dawn soap (not Dawn detergent - be sure and check for right one), about 1 tsp. per gallon and spray the daylilies in LATE afternoon, let set for an hour or so and then rinse the soap off before you go to bed. The sun will damage the foliage if the soap is left on it.

As posted above, the lady bugs will show up soon and clean them off. If you are not familiar with what young lady bugs look like, be sure and look up pictures of them so you will not be surprised and think they are pests. Gotta love those daylilies!