Start with the new testament, the old law books near the beginning (Leviticus, Numbers) are easy to get bogged down in and don't really add much for a first time reader.

But how else will I know what insects I am and am not allowed to eat? 🤔

Spoilers: it's grasshoppers you are allowed to eat.

Leviticus 11: 20-23

20 “All winged insects that walk on all fours are to be detestable to you. 21 But you may eat these kinds of all the winged insects that walk on all fours: those that have jointed legs above their feet for hopping on the ground.

22 You may eat these: any kind of locust, katydid, cricket, and grasshopper.

23 All other winged insects that have four feet are to be detestable to you.

Edit: not that I would. Hemimetabolic insects are a terrible choice for consumption.