Here are a few tips from someone who got there just a little ahead of you:
01. CHOOSE THE RIGHT LENS. First, you need to know what kind of macrophotography you want to do, at least, for the greater part of it. This will help you determine what kind of lens suits your goal. A 50mm macro lens might be inexpensive, but it won't give you a good working distance from your subjects without scaring them away if you plan to shoot a lot of insects. If insect photography is your cup of tea, get a 100mm macro instead. A lens with a VR or IS (Vibration Reduction for Nikon and Image Stabilization for Canon) is definitely something to be desired, but it can cost you a fortune; it costs twice as much as a regular 100mm macro. If you're shooting outdoors where lighting is not an issue, I don't think the VR/IS feature is an absolute necessity for you, and it's just not worth the price. But if you plan to take pictures of insects in the woods or in the rainforests, especially under leaves, rocks, and fallen trees, the VR/IS feature may just hit the spot. However, you may also want to consider getting a ring flash instead, or, as I'm planning to experiment with, get one of those LED flashlights you can wear around your head; perhaps this can be a cheaper option than getting a lens with the VR/IS lens feature. I have the Canon EF 100mm f/2.8 Macro USM Lens without the IS and it works well for my needs for the most part. Oh, and if you're simply planning to take macro shots of still objects, like in a studio box setting with proper lighting, then don't throw your money down the drain; just get a 50mm macro lens instead. But I warn you, you will be wanting to take pictures, and lots of pictures of insects sooner than later :) There are other less expensive options to macrophotography like using extension tubes and reversing rings, but I tend to see these as crude ways of doing macro, but that's only my opinion. I just don't see how I can work with these when shooting insects outdoors. With insects, you need to be quick and agile to capture your subjects. If you want to get even greater magnification from your macro lens, try getting a close-up filter which you can simply attach to your lens. They're inexpensive and can give you as much as 1.4x magnification in the case of a Canon 250D Close-up lens.
02. MASTER YOUR EQUIPMENT. Strive to know your equipment like the back of your hands. You need to be able to make the right settings quickly and take the shot before the opportunity is gone. Study your past shots and know which settings work for which situations, so you don't really need to think of the settings when you're out in the field. Perhaps you can program these settings into your camera among your favorites, as well.
03. KNOW YOUR SUBJECTS. They say knowing your enemy gives you an advantage, but in my case, I'd rather call the insects, friends :) But it holds true that knowing them --- how they behave, where to find them, and the best time of day to look for them --- gives you a better shot at getting the better shots :) But don't limit yourself to insects; there are a lot of other good macro subjects out there --- flowers, textures, and even ordinary household stuff --- you'll be amazed at what you discover.
04. KEEP IT QUIET. You may want to turn off the beeping sound made by your camera as it obtains focus of your subject. Some insects are sensitive to these sounds that they leave before you can take the shot. Some are even sensitive to the sound made by the lens' motor as it zooms in and out.
05. CHOOSE YOUR BATTLES. Some subjects are just impossible to shoot --- an ant scurrying through the floor, a tiny caterpillar wiggling on its way. Using wide apertures to get shutter speeds fast enough to stop their motion will often yield out-of-focus shots as you find it nearly impossible to focus properly on your subject. Shooting in shutter priority mode won't help either; your camera won't have a choice but to use a wide aperture to compensate for the reduction in light coming through the lens as you raise the shutter speed. Either way, you end up with depth-of-field issues. On the other hand, trying to stop down the aperture to resolve depth-of-field problems will result in motion blur as your camera chooses slow shutter speeds to obtain the right exposure at high aperture values. So, choose your battles. Find some other critter to contend with :) Some situations are just not worth the life of your shutter.
06. SHOOT IN APERTURE PRIORITY. Shooting in aperture priority gives you control over depth-of-field, which you want when shooting macro. In macrophotography, mere millimeters can have a significant effect on depth-of-field. You want to be sure you get sharp details where they're important, so don't relinquish control to your camera in setting the depth-of-field; shoot in aperture priority mode.
07. SHOOT PARALLEL TO YOUR SUBJECT. Shooting parallel to your subject reduces the depth component of your composition so that you don't need to deal as much with depth-of-field issues. This doesn't mean you shouldn't shoot from different perspectives, but a parallel shot is sometimes the only viable shot you can take without making your photo look like it's out of focus.
08. TAKE MULTIPLE SHOTS. Photography is kind of a numbers game. The more pictures you take, the more chances you have at getting the money shot. With teeny-weeny subjects to focus on, and itsy-bitsy eye-pieces and display screens to work with, it's difficult to tell when you got the shot just right. So beat the odds by taking multiple shots of the scene. You'll be glad you did.
09. SWITCH TO MANUAL FOCUS. Often, your subject will be so tiny, it will be difficult to obtain focus using auto-focus mode. In these instances, turn off the auto-focus on your lens and switch to manual. You'll find it easier to focus this way.
10. SETTLE FOR HIGH ISO's. Sometimes a scene is too dark even at your widest apertures to work with reasonably fast shutter speeds and avoid blur from camera shake. In these situations, you may just need to settle for higher ISO settings to make the shot. High ISO settings make for faster shutter speeds avoiding blur from camera shake. However, high ISO's introduce noise in your photos --- those gray, red, green, and blue specks you find particularly in the darker areas of your photos. You will need to clean them up in an imaging software such as Photoshop or Lightroom especially if you want to make large prints of your photos, but you need to be aware that the sharpness of your image may suffer when using noise reduction software. Nevertheless, don't let the prospect of using high ISO's prevent you from taking a picture. A picture with a little noise is always better than no picture at all.
11. POST PROCESS. Enter post-processing workflow. You will probably need to straighten and crop your photos after you take them. How can you ever take a perfect shot when you need to assume back-bending, sinew stretching positions when taking your priced macro shots :) And, as you may have used high ISO's in some of your shots, you may want to clean the noise up in an image processing software. Shooting in RAW can help reduce image degradation when using image editing software, but then you WILL need to post-process your photos and convert them to JPEG before you can print them or post them in the web. You may want to shoot in RAW+JPEG mode, but you'll need to get one of those big memory cards. In any case, you should always shoot at the best quality settings even in JPEG mode when taking your photos to allow room for post-processing. A few little tweaks more in brightness, contrast, and color saturation, together with a dash of sharpening, and you're photos are good to go.
12. BE CAREFUL. Most of all, be careful out there. Watch your step. Understand what you're getting into. Some shots are just not worth it, and no shot is worth life and limb and broken lenses :) Having said that, here's wishing you a safe and fun-filled adventure in macrophotography. Don't forget to share your photos :)