You need a lens that is able to focus really close, so basically you are indeed looking for a lens that would require you to get really close to your subject.
For example, the minimum focus distance of the micro-nikkor 105mm lens is about 30cm which is pretty close. ^^
When it comes to finding a good macro lens you'll need to keep a few things in mind.
The most important thing to know is what your subject is going to be.
Are you going to shoot simple things like coins or other non-moving objects or are you planning to chase after every bug you can find?
If the latter interests you even a tiny bit you should definitely consider buying a longer focal length.
The longer the focal length the further away you can be from your subject to get the magnification you want.
For insects a focal length of 100mm or higher is advised because any shorter will make it much more likely you will spook the insect away before you get the shot.
Something I think is not that important is the aperture.
Of course a large aperture is cool and all but when you're shooting at 1:1 with an aperture of 2.8 your DOF is going to be extremely thin and you'll hardly have anything in focus.
Sometimes this is fun and gets a nice shot but most likely you will be shooting at apertures somewhere between 8 and 16 mostly.

Only spend money on this if you have enough to spare.
Some macro lenses have a VR (Vibration Reduction) function built in them.
Of course this is a handy thing to have every once in a while, I can handheld macro shots with my VR lens if I have enough light which makes it so much easier to get that insect before it flies away.
This feature does however make the lens much more expensive. First make sure you have a good tripod before considering VR, having a tripod is more important!
So, in a nutshell: The most important numbers to look at are the minimal focus distance and the focal length.
If you're considering some lenses just make sure you read the specs.
I usually use this website:
Digital Photography Review
It lists specs very nicely and it'll usually tell you when it is a true macro lens in the description.
Something else to remember: Macro lenses are not limited to macro work alone! I've shot some very nice portraits with my 105mm macro lens. ^^