You may not be entirely surprised to learn that I was the kind of kid who was fascinated by spiders. Do you remember the three main differences between spiders and insects?
Spiders have eight legs, eight eyes and two body sections (head and abdomen). Insects have six legs, two eyes and three body sections (head, thorax and abdomen). What's a thorax, you may well ask? It's the bit between an insect's head and its abdomen, obviously.
There's more to it than that, of course, and it's discussed in wonderful, wonderful detail at The Voltage Gate. This link goes to part four of the spider stuff, just search the blog for the other posts in the series.
They've got two main ways of retracing the history of life on Earth. Firstly, they reason from structure. For instance, fish have a backbone, elephants have a backbone, but worms don't, so it's reasonable to hypothesise that worms split from fish and elephants on the tree of life before backbones evolved. Except that in itself that's just guesswork, because one bit of data tells you bog all. Put millions of bits together, though, compare precise forms (for instance, birds and bats have very different wing structures, which implies that they evolved wings separately), consider all the data available from current forms, the fossil record, etc, and you can build up a picture.
In the last few decades they've come up with a second method. You can trace the history of life through molecular chemistry, by analysing the DNA. Certain very precise sequences occur in some species but not others, and by comparing them you can deduce lines of descent. Similarly, molecules such as haemoglobin change at a surprisingly predictable rate, and by comparing ours with say a seal's we can deduce the time we've been separated.
And the great thing is, the data matches. Not just with insects and spiders, but for life generally. So if anyone tells you evolution is just a theory, that there's no correlating data, so it's not falsifiable, you can now tell them to fuck off. And yes there is swearing in science.
When they put it all together, fascinating results emerge. You may have read that hippopotamuses are more closely related to whales than to horses. Well, that's how they know. By the same token, spiders are more closely related to horseshoe crabs than either are to insects.
You will have noticed, checking out The Voltage Gate as I'm sure you immediately did, that it's a part of the Science Blogs. I'm hesitant to send you into them in case you get lost in the labyrinth and never find your way out, but if you leave a trail of string behind you, hopefully you should be safe. Or you could just use the Back button.