I have a bug catching net, but I can never see any bugs?

No. It's winter, so there arent many Bugs at all. But, if you REALLY want to get bugs, go around town hitting rocks with your shovel. One rock will contain Bells, but some other rocks will contain Pill Bugs. A black dot with jump off the rock, you just need to catch it. Also, if you hear a buzzing sound, start digging around that area. A Mole Cricket will eventually pop out; catch it with your net as well. If you still want bugs, get two snowballs, and put them outside a door or something. DON'T make a snowman. Go in the door, and out. Repeat until one snowball starts moving. Then, grab a net, sneak up behind the snowball running away from you, then catch the Dung Beetle. And some other bugs lurk on trees, nab them too. Hope I helped you catch your first (three) bugs =)