the light should be on a daytime cycle on a timer 14 hour days for a baby at this time of year, if your home does not drop below 60-65 at night no nighttime heat source is needed. go to www.beautifuldragons.com and start reading, also go to your search engine and look up bearded dragon caresheets and you will find tons of reading. -
-you also need something that provides uvb such as a mercury vapor bulb or a florecent uvb strip light.
-make sure the enclosure is nice and bright adding another regular florecent strip if necesary to make things good and bright.
-leave him be for a few days and let him settle in.
-also what substrate did they sell you?
-did they sell you supplements for your dragon?
-feed only crickets no larger then the space between the eyes and as much as he will eat in a 10 minuite period.
-never leave un eaten crickets in the enclosure, they can stress and chew on your dragon left in there overnight.
-check out the food list on beautifuldragons for greens you should be offering your new baby
- do you have a digital thermometer for your dragon? he needs a basking spot of 105-115 to properly digest his food, as well needs a ambient cool side temp of 80-85 to be able to cool down, to thermalregulate
make sure you read up on that site and then come back with specific questions, everyone will be glad to help out. 
>>We have just brought home a baby dragon. We bought a whole tank kit. I need to know if I leave the light on all the time . It is a Zoo Med Basking Spot Lamp. It says it provides beneficial UVA rays.Do I turn it out at night or day. Should we pet him or leave him alone for a few days. We have 4 kids , 2 dogs, 3 cats, 2 birds, atank od saltwater fish and now a freakin LIzard OH MY GOD!!!!! We are happy with him though!!
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reiko 
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