Insects live in certain climates and habitats. Many insects decompose plant matter, for example, and are typically found in soil, leaf litter, or in rotting logs. Tropical regions of the world have many unique species of butterflies and moths that you will not find in a temperate zone. Make a few notes about where you found or observed the insect.
Some insects have important relationships to specific plants, so the plants in the area might be clues as well. A wood borer is often named for tree it inhabits and feeds on; knowing the name of the tree can lead you to a quick identification of the insect.
Like other animals, insects may be diurnal or nocturnal, or a combination of both. Butterflies require the suns warmth of to fly, and so are active during the day.
Photo credit: Whitney Cranshaw, Colorado State University, Bugwood.org


