Macro photography is a challenging area. You are off to a good start with this beetle.
The reason macro is difficult is because of shallow depth of field, lighting, focus, and subject/camera motion.
The latter issue is solved for you because the bug was not moving and the camera was on a tripod. At least we can assume the bug was motionless, or could be. This gives you a lot of options to solve the other issues.
Usually in macro we strive for lots of depth of field. This is achieved by stopping down. As Bassat suggested, try f/11. It is a very suitable aperture for macro. Stopping down even more, say to f/22, gives more DOF, but starts to cause less sharpness due to something called diffraction. So f/11 or maybe 16 is a good compromise.
The light quality is good, and the quantity can be adjusted by selecting a suitable shutter speed. If the beetle is truly still, and not being buffeted by wind, then you can use as slow a shutter as you want. If you happened to be shooting a live moving specimen, then you can crank the ISO to get a good shutter speed. In some cases you have to resort to use of flash, but that can get a bit complicated and we can discuss that some other time. In this case, just set a shutter speed for a good exposure.
Now focus. The most accurate way to focus is to use Live View, and being on a tripod facilitates that. Blow the LCD image up to 10x and focus on the eyes.
While you are at it, vary the pose of the beetle. Try bringing the camera down more to the level of the subject. Turning the beetle sideways will get more of it in focus, but keeping it turned a bit may look more attractive. Just experiment, because it can make a difference.
Finally, give some thought to a background. You can try colored paper, some rock, a leaf, black glass, whatever.
Have fun and let us know how it turned out.
