One of the best ways to learn about insects is to observe them up-close. You can do this with live insects or with preserved ones in a collection. (Watch our video below for an overview of insect collecting tools.)
Use a somewhat methodical form when searching for insects outside; try looking specifically on flowers, in gardens, on decaying leaves, around a porch light at night, around and in ponds, and through the air. To be very thorough in your collecting, mark off a 1-3 foot square in a specific area and try to capture every kind of insect within the square.
If you are looking for insects in a field, you might want to use the sweep method - carefully swing your net through the top edge of the grass to end up with a small collection of bugs in the end of your net. When attempting to capture an individual bug with a net, move slowly until you are in range. Position the net under the insect, then swing your net upward and turn the handle so that the net flops over its ring and the captured insect cannot escape. If you bring the net over the insect and down to the ground, raise the end of it so that the insect can fly to the closed top, then stick a container (a killing jar, if you intend to preserve the insect in a collection) under the net and carefully move your insect down into it.
When you capture a live specimen for observation that you intend to release later, very carefully put it in a clear container that it can't escape from. Use a magnifying glass or low-power microscope to observe the specimen closely. What is its body like? Soft? Armor-covered? What are its antennae like? Can you observe how it uses them? Based on what kind of mouth it has, what do you guess its eating habits are? Does it chew? Tear leaves? Suck nectar? Does it eat plants or something else? Watch the specimen move; if it uses its legs, does it walk jerkily? Quickly? If it has wings, what does its flight look like? (You might have to observe this as you catch it or when you let it go.) Use these features to help you identify the insect, using a guide book. If you're unsure what to feed that specific insect, let it go after a day or two.
For insects that you want to keep in a collection, put them in a killing jar. You can make one of these by putting cotton balls soaked in rubbing alcohol into a glass jar (plastic works, too). Usually you don't want more than 2-3 medium-sized insects or 4-5 small ones in a jar at once. Depending on the size of your bug, it may take anywhere from a few minutes to an hour to die. Butterflies, because they are so fragile, sometimes batter themselves in a killing jar so it is better to first stun them by pinching their thorax. It might take a little practice to get the method down just right, so try it out on common moth or butterflies first, that you aren't concerned about keeping for your collection!
For winged insects, especially butterflies, you might want to use a spreading board. Place the insect's body in the indentation on the board, and pin a thin strip of paper over each wing, to hold them flat until they dry out. You can also use corrugated cardboard to make a spreading board; glue two strips of cardboard onto another piece, leaving a crack between the two strips to set the moth or butterfly's body in.
The next step is storing your specimens. A shallow cardboard box will work, or you can use a glass-covered display case. To pin an insect in place, firmly poke the pin through the upper mid-right portion on the back of the thorax (on insects such as grasshoppers) or abdomen (on a beetle). Use tweezers or forceps to handle small specimens. Use a dab of clear glue to stick really small insects onto a card, and then pin the card in your collection. If you're not using pins, set the specimen on batting.
For any insect collection, it is essential to know the name for each insect that you find! With a good identification guide, you should be able to find the scientific and common name of each one. Write or print out a small tag (card stock or other thin cardboard works well) with the name, and attach it to the pin that you use to hold down your insect. You may also want to list the date and place where you found the insect (e.g., in the garden, April 13, 2005).
Watch this video to see a variety of tools used in making an insect collection: