Most underwater photographers start their personal journey with some form of macro set-up because it offers the cheapest and easiest way to achieve consistent results that are both sharp and properly exposed with vibrant eye-catching colors— which is usually when the bug really starts to bite.
 
Consistent results open the door to the finer points of underwater photography such as composition and isolating the subject, which really are the difference between a good photograph and a stunning one.

Defining macro

Macro means anything large in scale, scope or capability, but in the world of imaging, macro photography refers to extreme close-up photography, usually of very small subjects, in which the size of the subject in the photograph is equal to or greater than life size.
 
Life size means a ratio of 1:1 between the actual subject and how it appears in the image. It is this high magnification, combined with the minimal amount of light-absorbing water between the subject and the camera, which produces visually stunning images.
 
Some of the most vibrant colors to be observed underwater are found in macro photography, due to the dual effects of strong flash illumination and marginal color filtration.
 
In addition, a good macro lens will reveal details that are simply not visible to the naked eye, but are recorded on the image, adding to the overall visual impact.
 
Many underwater photographers never move past macro. Quite content searching dive sites for little critters, they are usually looking down, as that whale shark passes overhead...