Definitely spend some time researching dragon care. There are plenty of great care sheets out there as well as many books. Reading past posts in this forum will also reveal useful information.
The website BDLvr included in his post is a good one listing what sort of greens to feed your dragon. The pet store was also right in saying stay away from lettuce for your dragon. Avoid iceberg, red/green leaf lettuce and romaine lettuce. Good greens to have as staples are collard greens, dandelion greens, mustard greens, added with a mix of other dark leafy greens such as endive, escarole, turnup greens, etc. Variety is key so always good to use two or three of the staple greens then add one or two other types of greens and change them weekly. It is also a good idea to grow your own greens, especially if you find it difficult to find the staples during off seasons.
For baby dragons feed 2-4 times a day with well cut loaded crickets (you can use a store bought gutload, or a mix of fresh greens (same as what you would freed your dragons) crushed low fat cat/dog food, or fish flakes. Dragon pellets can be used to feed crickets too. If not using fresh greens, include a slice of potato, squash, carrot or the jelled water you can buy at the store, as a moisture source for your crickets). Feed crickets 24 hours before feeding them to your dragon. Most times from a pet store the crickets are not fed at all, or very little....so they are staving and have poor nutritional content.
Dust crickets once daily with a calcium supplement with D3, twice a week use a multivitamin as well.
If you get an older dragon, insect feeding frequency can be reduced to about twice a day for dragons up to a year old, with mixed greens offered daily and left in the cage all day.
Dragons over a year should be fed a salad every day and only a few crickets or other insects, or just a feeding of insects a couple times a week.
Insects shouldn't be any bigger length wise, than the space between the dragon's eyes. The exception to this rule is the soft bodied worms like silkworms (though I would not feed full grown silkworms (2-3" long) to a dragon under 14".
Good insects to use for babies is crickets. Since babies can eat alot of crickets, they are cheaper and the most healthy for fast growing babies (providing they are well gut loaded). Once your dragon is about 14" long you can add superworms, larger silkworms, hornworms, or butterworms.
There are alot of other care requirements needed for dragons as well, but after some research you will learn what these are. To summarize, dragons need a basking light (typical household flood lights work fine as a basking light and are far cheaper than the heat basking lights found in pet stores), a UVB producing light (tube florescent lights work best, the compact ones tend to be too bright and focus the UVB in too tight an area. Long tubes that are as close to the total length of the cage, work best). Best to go for 8.0 or 10.0 rated UVB lights in tube form. Babies should be kept on paper towel or newsprint, to make cleaning easier. Non stick shelf liner works good as you can just spot clean as needed. For adult cages, if you prefer a particulate style substrate, washed children's playsand works best (lots of pros/cons with sand or a mix of dirt/sand, I always feel for beginners, keeping things simple and easy to clean works best..so recommend using paper towel, non stick shelf liner, plastic table cloth and similiar non particulate substrates for ease of cleaning).
A wide angled basking spot is best...one that is wide enough and with enough surface area the dragon can choose between different areas for his/her idea basking temperature. Avoid the spindly narrow grapevine type logs as a basking spot. These work ok for babies but are too narrow to benefit adults. Wide and flat works best...be it securely stacked tiles, bricks, cross section cuts of large logs, driftwood etc.
Basking temperature should range between 95-120F giving your dragon a choice within those ranges...with the highest part of the basking spot being 120F or so and lower areas, lower temperatures. The ambient (air) temperature in the hot end of the cage should range around 85-90F and the cool end of the cage can be around 75-80F during the day. The entire cage can fall to room temperature (65-70F) at night. Measure basking temperatures with a temp gun or if lacking one of these, a digital thermometer with probe, with the probe lain directly on the basking spot. (avoid the stick on the side of the tank/cage type thermometers, as these only measure air temperature in that area...and not the center of the hot end where the basking site is lightly to be. Also the cheaper kind are not very accurate. A digital thermometer can be found at any department or hardware store).
Again, research extensively. There are all kinds of caresheets on dragons, many of which have varying information but most have the basic information the same. Read many sites, and feel free to ask for clarification here, if you have additional questions.
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PHLdyPayne