Activating the quest
Notice! This quest doesn't appear in the journal!
Five insect jars can be found throughout Skyrim. Finding all of them can be quite difficult, but the satisfaction of putting them onto the shelf in your house is well worth it. Do note that collecting the insects isn't a quest - you won't receive any prize, apart from the fun of collecting.
A list of all the jars and their locations:
Alchemist's Shack - Butterfly. Enter the small house at the bottom of the hill (an area adjoining Riften) and find the jar with a beautiful butterfly on one of the shelves.
Goldenglow Estate - Bee. You will reach this location during the Thieves Guild quest Loud and Clear. The jar can be found at Aringoth's room, on the upper floor.
Dushnikh Yal - Dragonfly. The jar can be found at the Orc leader's Longhouse. In order to reach it without bloodshed, you will need to complete The Forgemaster's Fingers. Inside the building, find the basement entrance (a small hatch in the bedroom) and locate the jar below the stairs.
Frostflow Lighthouse - Torchbug. Head out of Winterhold and go west. On one of the mountain tops you should see a high tower - the Lighthouse. Head inside and beside the massacred body, on a fireplace, you will find the jar.
Duskglow Crevice - Moth. The last of the jars can be found inside Nordic ruins swarming with Falmers, inside the room before the final boss fight, on a shelf opposite to the vertical sarcophagus.