Emily pretty much covered everything as fars as the insect motif goes, so I thought I'd point out Lynch's use of camera shots.
In the opening scene, all the white picket fence people are shot at eye-level, median angles--the fireman waving at a neighbor as he drives by, the woman watching television, and the school children crossing the street. The only thing that would cause the viewer to know that things were going to get weird is the very eerie background music. There are no close-up shots, shots that would show the emotions of these people. This implies that perhaps this is not a picture perfect world, because everything is very surface-level.
Then, after the old man collapses while watering the grass, the camera moves into the first close-up of the movie. The camera goes through the grass and lands on an unsettling close-up of the swarming bugs.
The shots used in this first scene really help to point out the insect motif, which runs through the entire movie.