It is no secret that I love working with kids of all ages. I've either been teaching art or nature to kids since I was just past being a kid myself. I love both art and nature and I want kids to know they don't have to study them or be perfect in them or any of that....both allow and encourage exploration and that is what I emphasize in my own classes. Don't know something? Ask or look it up. In the meantime, learn everything you can about by doing...watch, listen, experiment, be brave...
You can use plastic peanut butter jars with net or screen covers or invest in one of the commercially made plastic or screen bug houses or carrying cages. The one I have has an opening on top which is very handy for transferring grasshoppers from a net to the cage.
We took our catches to class but then we let them go afterwards. Kids, especially little ones, want to keep everything for pets but I remind them that even insects are happier in their own homes where they can find their own food and hang out with their own friends and families. That always seems to satisfy them and if possible, let the kids come with you when you let the critters go.
Kids love to explore. These boys learned that we have many different grasshoppers on the Cape and they also learned how to tell the male crickets from the females. They even caught a few small butterflies that we looked at and then let go. One of them said on the way back home, "That was awesome!" and that's what it's all about.