Whatever time of day works best for you is when you should exercise. Some people find if they exercise too close to bedtime, they can't sleep. But if that's not an issue for you, then it's fine to exercise later at night.
Just wanted to mention that Insanity is a very advanced workout, so I would recommend starting with something a little less intense if you are new to exercise. You can still see good results from a more moderate workout program, and you decrease your chances of mental and physical burnout in the process.
Hope that helps,