There are several good lens options for macro photography. You could use extension tubes combined with a normal lens, which gives you some magnification. Or even better, you could reverse a normal lens, which combined with extension tubes gives even more magnification. The most convenient and flexible option though, especially for a beginner within macro photography, is to get a dedicated macro lens.
The most popular models come in focal lengths between 90-105 mm, and have 1:1 magnification. There are also shorter focal lengths such as 50 or 60 mm, but these have shorter working distances, which means you have to get very close to your subject, risking to scare it away. 1:1 magnification means that when you focus as closely as possible, your subject is as big on the sensor as it is in real life. So if you have a full frame sensor of 36×24 mm, it means that any insect you want to shoot that is 36 mm long, just about fits in your picture.