Hi iris_es
First off, you need the link verb 'is' after 'an insect'.
An insect is on the ceiling. - If you look up, you can see an insect crawling on the ceiling. It's back is probably facing you.
An insect is in the ceiling. - I am not sure if we would say this, but if we do it would mean that an insect is inside the ceiling. It could be between the ceiling and the roof.
Hope it hoped.
PBF