Sammy was also rescued from a pet store after being returned multiple times, I feel you excitement and trepidation... LOL
Putting Spork down on a glass table or baking dish will let you see for sure if he is male or female.
My hedgie Sammy is most comfy at 26.5deg or 78f, so you may want to consider supplemental heating to avoid hibernation attempts.
I Feed meal worms, larva, and beetles, along with Super worms daily. (I chop the heads from the supers) To start with 1 a day is good if there are no green poop after a few days, try a second one for a few days and slowly work your way up. I like to feed 3-4 of each live feeder that I happen to have on hand any given day. As long as they are still eating some kibble and their tummy is not getting upset all is good.
Foot baths are a great way to get them to open up, 1\2 inch of warm water will get them to unroll, always set them butt first into the water. Play with the feet every day, it will make trimming nails and checking for hairs\threads on his\her feet easier.
Welcome to being owned by a Hedgehog!