Whatever insect you chose to serve your dragon must be no bigger than the gap between his eyes as if that was, this has been known to cause problems with the metabolism of their food and may result in the back legs being impacted or paralyzed.
Crickets are perhaps the most commonly eaten choice for bearded dragons as you get lots of crickets (30 in each box) compared to other insects such as locusts (10 in a box).
Their nutrition can be very pricey as they need to be provided live food 2 to 3 times per day on a daily basis. Facilitate them to consume as often as they have in 5 to 10 minutes at each feed. Pull these from the enclosure if they look happy and can't manage the rest of the live food.
You should move on to giving them live food once per day once your dragon is mature and has put on some weight. When your bearded dragon gets older, you can find that they normally consume less live food. You should feed live insects filled with your dragon gut twice a week, again as much as they want to consume in 5 to 10 minutes.
For your bearded dragon, a continuous supply of water is important. Make sure it's in and keep it fresh in a little, shallow bowl. You rarely, if ever, see your bearded dragon drink from it, but if he ever wants it, it is worth encouraging him to remain hydrated.
If he is down the cooler end of the enclosure, he may show signs of dehydration and has his mouth open. Bearded dragons open their mouths to control their temperature, and by placing droplets of water on the tip of his nose, you will allow him to drink.