A few people have asked what books I recommend for people interested in entomology, so I thought I'd put together a list. Now I'm not a professional entomologist myself, but it is a pretty serious hobby of mine and I think this is a good list for someone interested in entomology.
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Getting Started
My first recommendations are the Golden Guides for both insects and spiders. These books are short and sweet, but packed with information. There's enough technical information to really get you started with entomology, but they're not so technical as to be intimidating. These books are a great introduction to the different groups of insects and spiders.
Moving Up
A step up from the Golden Guides would probably be a full blown field guide. I live in the United States, so the two field guides I have are for insects of North America. If you live elsewhere, look into if there is a field guide local to where you live. The Audubon field guide has a ton of color photographs, but the pictures and text are in separate halves of the book. The Peterson field guide is mostly black and white drawings, but the pictures are inline with the text. Both books are good, so it'll mostly come down to preference of the format.
Getting Serious
I would consider this book to be somewhere between a field guide and a text book. Each chapter has a description of the insect order (butterflies, beetles, etc) followed by a ton of photographs of that order. A lot of great information, but not overwhelmingly technical. I have the first edition, but now there is a second edition with even more info and photographs.
Full Blown Entomologist
If the above books still aren't satisfying your appetite for information, then I'd say it's time to move up to the textbooks. The Study of Insects is a great book with a ton of information. It is a college-level textbook, so there are going to be lots of technical terms that you may or may not have picked up from the previous books on the list. However, if you are serious about entomology, this is a great book to have. If spiders are more your thing (as they are for me), then I also recommend the Spiders of North America book. This book has good descriptions of each spider family along with keys for all the genera. I have the first edition, but there is now an updated second edition.
Moving Forward
Entomology is a massively broad subject, so entomologists will specialize in a certain group. Once you start to specialize, you'll also have to look for specialized books and papers. Depending on the group, there might be a book about the particular family, genus, or geographic area. If not, start looking for scientific papers on what you are interested in. For example, I used to do research involving scorpions, so to identify the scorpions where I was living at the time, I found an ID key specifically for scorpions in Utah.
Also, see if your local university has some sort of insect collection. At the very least there might be a professor who is an entomologist. They can be a valuable resource in pointing you in the right direction.