There is also an EX-25 macro extension tube avaialble that can be used in combination with either of the 2 kit lenses. That will allow the lens to be used for close focuing work.
I looked at the Olympus EX-25 Extension Tube
, but found that it only permits autofocus on the 50mm f/2.0 Macro lens. All other lenses must be focused manually. And even at that, on the kit lenses, it only ocassionally allows magnifications of 1:2 or better.
I think the best option for macro work with an Olympus dSLR is the Sigma 105mm f/2.8.
If you're looking at the Olympus because of the size and weight, fine. But if you're looking at it becasue of the price, there are better options for macrophotography, especially if you're considering used.
For macrophotography in low light, you'll need to use either higher ISO settings that Olympus isn't good at, or longer shutter speeds where you'll need image stabilization that the E-410 doesn't have. Otherwise, you'll need a tripod. And you'll need to keep your Geckos from running off before you get the shot.