That is a yolk sac, it will be there for a day or two. Don't worry about it, totally normal! They use it to get them through their 1st couple of days out of the egg. Wait until your little one sheds & then feed either small crickets or small mealworms. He/she may not eat right away. Its best to leave it alone (I know that is hard)in a quiet place too. In case you haven't noticed yet, they have a bit of an attitude right out of the egg...they usually calm as they get older & get used to you. Put a little humid hide in there for it, makes it easier for it to shed, which should happen in a couple of days. Mine like the cardboard rolls from the toilet paper. But put it in there so it won't roll, they like to climb on it & it rolls over them, it doesn't hurt them when that happens. Good luck!