Items to keep on hand for optimal Bug-Viewing include a magnifying tool of some sort, a pad of paper and pencil for note-taking, and your mobile device or camera for picture-taking...
1) More than anything, OBSERVE! Observe behaviors, movement, colors - this will help you identify an insect.
2) If it looks dangerous, assume that it is! Do not handle insects unless you know what you are doing!
3) Leave nature EXACTLY as you found it. Do not remove insects from their natural habitats for display at home and do not disturb natural settings!
4) Above all else, enjoy the intricate and interesting world of insects. Remember, we need them more than they need us!