Well this is very good for a first shot = especially without any flash aid!
I think your focus is almost sport on focused on the eyes - good
Composition is working very well with the shot
Colours - a little dark, but without flash and not being able to use a slow shutter speed acceptable.
Depth of field is a little weak I think in this - a smaller aperture would help, though of course then you would certainly need to be using a flash to get that light back.
Certianly a good first shot - I look forward to seeing more !
that is a lot smaller than I thought you were using! f14-16 is where I usually work with flash
the bigger bugs are a pain and a lot of the time its more creative angles than super deep depths of field that people use (I am still learning effective angles to use). If you can get all the way to the 30s then give it a try!
Flash wise I use a 580M2 with a softbox - Doenoe also uses a similar setup. As my kit is still being put together I went for a normal falsh since it will have a good use in many areas - a ring flash though can be a very good macro light source and if you can I would go for one - there are also the positional macro head flashes (where you have 2 mini flash heads on a ring mount) though I have no experience of using these.