Okay, lots of things get lumped into the category of BUGS that are not insects. For instance, spiders are not insects (they are arachnids), neither are pill bugs (they are crustaceans). But many of these animals (and yes, they are all animals) share a common environment and maybe even have features like insects, so they get included, but very informally.
An insect is an air breathing animal with a hard jointed exoskeleton, and in the adult a body divided into three parts, the head with one pair of antennae, the thorax which carries three pairs of legs and usually two pairs of wings, and the abdomen which contains the guts and reproductive organs.
A person who studies insects is called an entomologist. Insects are fun to study because there are so many different kinds and they are just about everywhere. What kinds have you seen in your yard, garden or school?