When I write an application with a programming language and I want some inputs from the user, should I use the word "Enter" or "Insert"?
It depends on how the user is giving input. If they are entering data from a command-line or from text-boxes, I would suggest "Enter". I think most users, even non-technical ones, would already be used to this term in the context of data-entry.
I'd only use "Insert" if they are actually inserting data amongst (or in between) existing data in some sort of data grid/table, but I do a lot of work with databases so maybe that's why it has such a specific meaning to me.