Well, it depends on where you live.
Go the library and look and see what they have. You might check out a field guide or two and see what you like.
Go to the bookstore and see what they have.
On-line, the Bugguide isn't bad and has lots of info and references, once you learn to navigate the tabs. That is if you live in North America.
http://bugguide.net/node/view/15740
Would be of interest to know what others use.
search internet
lately I've had a sudden interest in bugs and insects so how can I learn more about them. Thanks