The best time to photograph insects is early in the morning or later in the evening. As insects are cold-blooded creatures, they are less active when the ambient temperature is low. You may ask why not do this at night then. Well, we still need some ambient light to focus and compose the picture.
In order to obtain enough depth of field, or simply the sharpness across the depth, the camera has to be set with small aperture. This restricts the amount of light getting through the lens, hence, requiring artificial illumination from the flashlight. The control on this artificial lighting requires some skills as well, so that the picture doesn't look flat.