Welcome to the forums! I bet you're so excited.
Just a few things to add...
Is there any particular reason you're going to feed silk worms over meal worms?
I also recommend cuticle/nail scissors. Cuticle scissors are smaller and work amazingly well for those tiny nails. I had so many more issues during nail clipping time with pet nails clippers AND human nail clippers than I do with the cuticle scissors.
Also, the wash that moxieberry suggested is not shampoo. The oatmeal wash comes in a box with individual little bags inside (at least mine did). It's in powder form. Shampoo is very drying, so sticking with the colloidal oatmeal bath wash will be your best bet.
As for good hedgie bags, I buy mine through Sweet Tea Scraps. If you go to etsy.com and search for that name under shops, you'll find it. The shop owner is very good at what she does and if you like her shop name on facebook, she posts links for sales quite often. Pricing is fantastic as well.
I personally really like feeding my hedgehog Blue Buffalo. She has two kinds of BB in her food mix and she loves them both. I use BB Basics Turkey & Potato (30% protein, 12% fat, first two ingredients are deboned turkey and turkey meal) and BB Indoor Health Chicken & Brown Rice (32% protein, 15% fat, first two ingredients are deboned chicken and chicken meal).
Using a plastic swimming pool for a playpen is fine, but make sure you are always there supervising. Hedgies can find ways to get over 16" sides! The only time it's okay to leave your hog unsupervised is if they are in a hedgie-proofed room, and even then it's not a great idea.
Keep us updated on your progress! I recommend posting pictures once you have your cage set-up ready to go. You can get some really great feedback and advice about things you would never think twice about.