Sigma 70-300mm APO Macro DG Lens for Nikon - Close up query?

So i've just bought this lens for my Nikon D3200, I'm still very new at photography but really love close up photos, However if i wanted to take a photo of a bug for example I have to stand quite far away because it has to be set at 200mm or more.

Can someone advise if i'm just being a little blonde and there's an easier way?

There's a macro switch on that lens. Have you switched it to macro?

Also you need to know that the lens is not actually a true macro lens (despite Sigma putting the word "macro" on it).

It only has a magnification ratio of 1:2 - whereas a true macro lens has a magnification ratio of 1:1.

What that means in practice is that you won't be able to fill the screen with the insect. You'd need to crop the image to get closer. In macro mode the minimum focussing distance is around 95cm (38 inches) - so if you go any closer it won't focus.

I have the exact same lens and love it. You have to be far from the insect because it's only usable at 200-300mm. If you wanted to get closer you would need a smaller mm lens like 60mm or 100mm.
Problem is that when you get close to bugs then they tend to fly off so this is my preferred lens. Plus I don't always want to do close ups and the 300mm is nice cause you don't have to carry a telephoto and a macro.
I started doing photography 45 years ago. Wish they had this stuff then.