Hi!
The first thing you need to know is hatchling beardies are a TON of work and can be expensive for the CORRECT and healthy set-up.
Please do not be fooled by the pet store employee who will often try to sell you things that are NOT healthy for a beardie.
Let's start with things you do NOT need.
Mealworms - too much chitin, beardies have a kinked digestive tract and there are hundreds of reports of beardies dieing from impaction after eating mealies.
Sand of any type - While adults are often housed safely on playsand, babies should NOT be. Beardies taste everything in their environment and will often become impacted by sand. Do NOT buy calci-sand! This stuff is NOT digestible and is dangerous. This has been proven time and time again to cause serious issues in beardies.
Things you will need.
A large enough enclosure. - A hatchling can live happily in a 20 gallon long for a while, but beardies grow fast when fed properly. An adult will need a forty or fifty gallon BREEDER tank.
UVB light. - This is ESSENTIAL to a healthy bearded dragon. They MUST have UVB to grow properly. Lack of this can cause MBD (Metabolic Bone Disease). You will need at least a 10.0 Bulb, and the dragon must be able to bask within twelve inches of it.
Heat. - A heat lamp, separate from the UVB. Beardies need a very high temperature basking spot, approximately 101 degrees Fahrenheit. The ambient enclosure temperate should be around eighty.
Temperature Probe - Please don't use the little stick on thermometers. They are pretty useless. The best thing to get is a probe for meat to measure temperature.
Substrate - What goes in the bottom of the tank. With hatchlings, you NEVER want to use a particle substrate. Do NOT use aspen, walnut shell, bark, sand, etc. Use papertowels, reptile carpet, astroturf, or the most recommended, non-adhesive shelf liner that you can find easily at
wal-mart.
Hides - He will need a place to hide. A half log works well.
Diet - Hatchling dragons need LOTS of food, mostly insects. Recommended insects are crickets, phoenix worms, silkworms. They will eat A LOT of food. You would be better off ordering online. If you need help finding a place to order, just tell me and I will help you out. The baby should also get salad. NO iceburg lettuce. You will want to feed dark greens (except spinach) and stuff like shaved squash is always nice. As the dragon gets older, it will eat more salad and less insects. The prepared diets you see at the store can be mixed with the salad and eventually given as the bulk of the diet.
Calcium powder - You can get this at the pet store and the insects being fed should be dusted with this around three times a week.
The beardie - I personally would recommend you ask about some online breeders and order from them, but if you must buy a beardie from the store, look for one that looks alert and bright eyed and is larger than the others.
There is MUCH more to know! But you will not regret it, beardies are among the best lizards you can have. I love mine with a passion.
This is an excellent site. I am linking straight to their care sheet, and their forums are a WONDERFUL place to start learning about bearded dragon care.
http://www.beardeddragon.org/articles/caresheet/
GOOD LUCK! Don't be afraid to ask questions, I have been working with and rescuing reptiles for about fifteen years now, and there are several other experienced reptile keepers on here as well.