Do lodges and camps have mosquito nets?

Not all camps/lodges in Tanzania have mosquito nets. It all depends on their individual location, i.e. altitude, near open water, etc.

Also, much of the accommodations are tented camps. These tents tend to be tightly sealed and zipped tight avoiding the need for mosquito netting. Furthermore, at most camps/lodges, while you enjoy dinner, housekeeping will complete a turndown service and spray the rooms with mosquito repellent. Regardless of mosquito netting, you should always bring insect repellent with DEET, trousers/slacks, sports/long sleeved shirt and/or blouse and dress/skirt for ladies.