Okay, here we go. Was a first time day old duckling owner myself last year, after many, many years of chickens. Loved ducks, knew nothing about how to do it, this site and the wonderful people here have great advice, and...this is what worked for us.
LARGE cardboard box, you can probably get one from your local grocery, ask them to save a few for you before they break them down, just make sure it is real sturdy and not the cheap flimsy stuff. (We order a lot of stuff from Soap.com and Wag.com for our personal use and dog food. Great prices, cheap, free shipping, and the boxes are superior quality, we use them for our adult ducks nest boxes, they last for months).
Put something UNDER it that is waterproof so your floor will not get damaged. We used extra large garbage bags, like the lawn and leaf kind, and it worked famously, and add some broken down cardboard box pieces for padding and to keep that floor chill out. Also pick up a couple of those big boxes if they are there, you will have to replace like every week or so.
LOTS of bedding, we prefer hay to straw because it is softer, and replace it daily. You will be able to tell how much they need, each day they will need a little more. We buy it by the bale, like 6 bucks, at our local hardware, anyone who sells horse feed, chicken feed, etc., will usually have it, or if you may want to reach out to local farmers who hay their fields, they always have some in the barn to sell, and you can get it cheaper from the source. Don't PAY a lot for it, and a bale for duckling will take them into feathering stage. Even my adult ducks go thru maybe a bale a month, if that.
ELEVATE the waterer so they can't play in it. We use a basic plastic chick waterer, you can put blocks of wood or whatever under it, just high enough they can drink, but not play. Same for the feeder, so they can't walk on it and mess in it. Just high enough to not strain their little necks, but high enough to not get in to. Never, ever give ducklings bread, it will expand in their immature tummies. As much as we used to throw bread at ducks in the pond, it's really not good for them at all. Seriously.
They need more bedding for sure, preferably hay. They will tend to eat pine shavings, and they will get sick from it, it blows up in their little tummies. No shredded newspaper, it will stick to their feet and cause big problems. They need enough hay to protect them from the wire, and they will snuggle into it. Try to establish a corner away from their feed and water for beds. They will figure it out all by themselves. Sometimes a soft rag helps too, just curled around the corner, feels like mom...just make it like a nest, a round little bed. I would crawl into that!
They will grow VERY rapidly after the first week, so be ready. As I write this they have probably outgrown what you started with. They are not like chickens who seem to take forever to feather out. Ducks grow at a huge rate after the first week. Make sure those boxes are in an ascending order, bigger each week.
We never let ours take bathes in the boxes, we would set up a little tub for them with plenty of towels around and that ever important garbage bag under, which you can hang out and reuse over and over. Let them bathe each day, they are happy with like a half hour, and will tire quickly, but they will make a mess. Be ready with a dry towel and give them gentle rubs and get them reasonably dry before putting them back in their box. They will groom themselves, even so young, to dryness. This is the time to use the heat lamp if needed.
We only had light on our 13 babies for about 4 days. They were in the sunroom and there is a woodstove there, but it is the coldest corner of the house. If you have a SAFE spaceheater, you may want to use that instead of the light, just place it a few feet from the box, be safe. As long as they seem content, you don't need the extra heat. We put them out in a sheltered screened porch at two weeks, but that was in early spring, and tho the nites were chilly, they had plenty of dry hay and those good cardboard boxes laid sideways with plenty of bedding in them, they all did perfectly fine and feathered out extra early and started laying at 17 weeks. We could watch them from our living room as it was connected, and they quickly learned to jump on the boxes and peck at the window when they wanted something. Think they liked to jump up there and watch TV.
If you have DOGS, socialize them to the babies NOW. Let them smell them, have a lick, be careful, they will try a taste Try not to scold but to introduce the duckling as just something you happened to pick up, paying more attention to the dog and not the duck. Jealousy can be dangerous. Just like hey, look what I found and let them sniff and reward and put the duckling away and reward your dog and walk away from it. They will get it unless you have a breed that likes to eat wild things. Most dogs will adapt without a hitch. Even a house cat will adapt quickly the same way, we always, as you do, keep the babies protected, and you did way the right thing by introducing the cats to the cage before the babies came. Great idea! Just keep an eye on them, a curious claw through those bars will kill a duckling. Puncture wounds are deadly. That's why we like the cardboard boxes, the cats can't experiment, and they WILL try. We covered ours with those screens that you might use in your garage window, the ones that expand out to fit the window. Just put a weight on it. Sometimes the cat would sit on top of it, but we disciplined him not to do that. Their curiosity will wear off very quickly, it will soon become just another piece of furniture and the duckling will soon be bigger than the cat and a healthy mutual respect will happen. One beak bite on a cat's nose is usually all it takes.
After the first week or two, you will be amazed at how quickly things happen. You will want a bigger box (which is why those expandable screens work so well), deeper bedding, another piece of wood under the feeder and waterer, so just be ready. They grow so very quickly, it's amazing, you will wake up every morning and say what the heck happened to my babies!!! Get them out on nice days if even for a few minutes and let them explore a bit. Keep 'em close, keep an eye on them and imprint yourself on them. Handle them as much as they will allow without stressing them if you want tame ducks. Call them by name, and mention it to them frequently as you handle each one. They will learn their NAMES, especially with 3 of them. I sang the song Rubber Duckie from Sesame Street to mine, changing Rubber to Lucky as he is our drake, and do it each night. It calms them right down, like reading a child a bedtime story. Not saying that is the magic song, but they do enjoy you talking or singing to them, really. People may think you are nuts, but the heck with them. You are obviously enamored with them already, so keep up the good work.
As a TREAT, mine love, love, love defrosted frozen peas, uncooked, just thawed, and you can do that quickly by running hot water thru the bag after piercing a small hole at the bottom for drainage. I train them with it. Present it to them in the bag, they know the appearance of the bag and come running and are climbing all over me. Feed it to them from my hand, try feeding 7 adult ducks this way, it's great fun. They adore the peas, they are dirt cheap, like less than a buck a bag, and only give it every other day. Mine won't eat any other treat, no tomatoes, lettuce, melon, nothing. Others will tell you their ducks like all that stuff, wish mine did, but the chickens reap those leftover benefits. I can get my ducks to come to me by calling out "PEAS, PEAS" the invisible ducks are all around me. Find the treat they love and use it as a training tool, it really works. If you have a garden planned for the spring, you will want to keep them out of it til the plants are mature, they will make short work of seedlings. Later in the summer when the plants are larger, you may want to let them in, they will fertilize and eat pests. Duck poo is instant fertilizer, unlike chicken which is very acidic. We always put our ducks and chickens into the garden in like July, depending, and they do a fine job of weeding and eating insects, altho the chickens have a liking for a taste of tomato. Some ducks love tomatoes as well, ours won't go near it.
Well, enough of this novel, everyone is here for you as you break that duck virginity. Your wife will come around, as she surely already has. Who can resist those balls of fluff? Just make sure you give her as much attention as you do the babies LOL! Name one after her maybe. Make that HER duckie! Most of all, have fun with them and enjoy their ducklinghood, they will soon be in puberty. That's a whole other story, and sure we will talk about that down the road. Have a great time, and please keep posting. What fun!