Insects do not respire directly through their skin (option 1) because they have an exoskeleton that offers a certain level of protection against desiccation. As for option 2, gills are typically found in aquatic creatures and are used for extracting oxygen from water, rendering it an incorrect choice for insects which (with a few exceptions) are terrestrial. Option 3 is also incorrect: insects do not have lungs like mammals. Rather, they have a network of tiny tubes called tracheae.

The correct answer is option 4 - insects breathe through their tracheal system, a complex network of small, branched tubes that reach throughout their bodies. Air enters these tubes through small openings called spiracles located in the exoskeleton. The tracheal system conducts oxygen to and removes carbon dioxide from tissues directly - an efficient method of gas exchange.Nonetheless, it should be noted that the specifics of insect respiration can vary widely among the millions of different insect species.