If you realy like insects and intend to collect them you will have plenty to learn :
Preparation:

• use special insect pins to pin them
• each type of insect has a conventional way to be spread (there is plenty of info on the internet)
  Collecting :
• get a sweeping net or make on with you parents and then sweep vegetation.
• You can make traps to collect otherwise very discrete insect species (inform yourself about them)

There is so much to say about entomology research ot and good luck with it. It is a hobby where you stil get surprises after 50 years of doing it.