I picked up an Experimental Lens Kit for my Oly ELP2

[Major Nikon]

15. Absolutely

Macro photography doesn't change any of the principles of lighting, however it does make things more challenging at least if you try to approach it as you might other types of photography.

For one thing, the working distances tend to get very close. So the camera equipment often gets in the way if your lights are mounted to the camera. Arms are quite useful so long as they can extend your speedlight out far enough so the lens doesn't interfere.

For stationary subjects one of the best ways to experiment with macro is to build a light tent or light box. It's quite easy and cheap to do. I took a cardboard box, cut big square holes in each side, and lined those holes with translucent material I picked up at the hobby store (make one side removable so you can use either hard or soft light). Then I lined the inside of the box with cut out pieces of white and black poster board. Assuming you can trigger a speedlight remotely using a sync cable or wireless, put it outside the box on the other side of the translucent material. Your subject goes inside the box. Start with a relatively small box, maybe 12" square and deep. The bigger the box, the more powerful your light has to be.

For moving subjects the challenges get a bit bigger. If you want to go there, I suggest you read the book, Closeups in Nature, which has a ton of great information. It predates digital and describes the use of manual flash operations (as opposed to TTL and thyristor) which actually works far better for this application.