Basically the reason we are different from insects and others is that our ancient ancestors developed four legs and a backbone meaning they could do stuff that others creatures couldn't (Forming there own Niche). And in doing so formed a evolutionary branch.
The ancestors of insects didn't develop a backbone and had 6 legs instaed, that meant they could do stuff others couldn't and found a different Niche.
Both sets of legs were successful so both are present today.
If you want to go wwaaayy back then life is thought to have started with a simple 'RNA like' molecule that started replicating.
This led to the first simple bacteria (monera) and went on from there getting more complicated (prokaryotes), the next next big step is when multicellular organisms started appearing (eukaryotes).
Again they started getting more advanced, different species breaking of onto their own evolutionary branches. We belong to the primates (Chimps/Gorillas/Other apes etc) which are in the mammal group (Dogs/cats/horse's etc). Mammals are classed as vertebrates (i.e Ones with backbones)
There are 5 main groups of vertebrtaes Mammals/Birds/Fish/Reptiles & Amphibians. Vertebrates are part of the animal kingdom.
The Animal kingdom is one of 5 kingdoms (6 if you life in the states) The other kingdoms contain Plants, Fungi and all the different types of single and multicellular organisms (Bacteria/ amoebas etc).
So Humans come from apes/ apes from mammals/ mammals from a amphibian (that found that hair helped it live out of water better/ amphibian from fish (that decided the dry stuff we call land was worth investigating/ fish from a unknown basic multicellular organism & that from single celled organisim that first started life millions of years ago.
Yes its a very simple version (and probs wrong in places) but its the basic gist
DP