Identifying most insects not easy. There are so many species of insects that it is not practical to make keys that contain identification characteristics for all insects in a given area, or even for all species of the larger orders (coleoptera, diptera, hymenoptera and lepidoptera) in a given area. If you are lucky you will find a key for all species of a given family. Places to look for such keys are centers where insects are studied academically, ie the entomological libray in your nearest university where they teach entomology.
For a beginner though, there are some good books which will give you a fair shot at identifying the more colourful and larger common species. Keep in mind that for a species shown in such a book there may be several that are nearly indistinguishable except by microscopic examnination.