This article will give you the basic information you need to take macro photographs.
First, a little bit about equipment. I use a DSLR with extension tubes and a high quality lens. Using this method I can use any of my professional lenses or regular lenses and I can also adjust the magnification by using any number of the three extension tubes the kit includes. By doing this I have a very flexible platform in which to do macro work. I'm not a very technical macro shooter I just like to go out and find interesting things to shoot usually around the yard or property and see what I can find. If you find that you can't focus your subject, just use the next shorter extension tube or remove one if you are using more than one.
You will note, in this picture of a black eyed susan, that the depth of field is very shallow. Depth of field refers to the distance in which the subject is in focus. Using a macro setup creates a very shallow depth of field. For this reason it is best to use a small aperture (aperture is the f stop, smaller numbers mean larger apertures). I will often shoot at f18 to get the greatest depth of field possible. Of course, you are limited by light as the smaller the aperture the less light that can enter the camera. Elevating the ISO and thereby increasing the sensitivity of your sensor can help. Depending on your camera, you may not want to exceed an ISO of about 400. Higher ISO values result in higher noise.
I always turn off the auto focus. If I am shooting in sunlight and can achieve shutter speeds of 1/50th or more, I can usually shoot without a tripod. That said, a tripod will always help. If using a tripod, always turn off image stability. I often shoot with my 24-105 f4 IS L. I find a subject and zoom the camera until I have the magnification I want. I then manually focus on the desired area of the subject. On an insect, this will most likely be the eyes. If hand holding, I gently rock back and forth until I see the focus I want and then shoot.
That is about it for basic information. Have a great time getting images of the small things around you! Make sure you take a lot more images than you think you need since many of the shots you get won't be good. You will improve greatly with time.