Crickets are commonly found in the wilderness. They usually spawn in groups.
Once you kill a cricket you simply right-click it to pick up the dead body and place it into your inventory. Take note that a cricket will sink if killed over shallow water.
Crickets are actually very tough against a new player. If you try to attack it with only Self-Defense and 5 Blood, it will probably K.O. you. However crickets stop attacking after a K.O. and will not kill you.
Low humor players can still hunt crickets by using the Slingshot and taking advantage of the AI inability to pathfind around ridges they can't "see" a way around. Find a good ledge that has no breaks (passable slopes) in it within your view range, and slingshot the cricket until it keels over or is weakened enough to be confidently taken down in melee. Take note that if it dies near the very edge of the cliff it might be difficult or even impossible to pick up.
The best time to try hunt them is after learning Backalley Pugilism: turn on Guard, approach it and use Uppercut for an initial attack, then walk away and stay away until you see the cricket heading straight for you. As it approaches, hit it with another uppercut, then repeat. Even better, get Fencing and use Thrust to one hit kill.
A simple "One-Two" kill for a Cricket with only Backalley Pugilism and around 15 YB is to aggro it with an Uppercut, and then perform a Stomp. Timing of the Stomp is important: If too early, the cricket will hop out of range; If too late, your attack will be interrupted. With higher YB you can try to one-hit them using Stomp directly. However, once you learn Backalley Pugilism this can be done much easier as the Roundhouse Kick attack, unlike Stomp, will aggro the cricket that will jump right into your AOE swipe, allowing for fast and cheap one-hit kills.