What should I feed it?

You should be feeding him the following daily. The amount is dependent oh his age and size. As they get older they will eat more fresh veg.
This is just some of the foods we feed ours:

Fresh greens e.g. spring greens, little spinich, kale, herbs etc - mixed together - chopped to size - depemding on dragon

Live food - Crickets - locults - marioworms, mealworms, dubia cockroaches. The live bug should be no bigger than the gap between the dragons nose - if so try the next sise down.

Avoid - lettuce - as it is low in nutrients.

You need to purchase a book or find a care sheet to ensure you have the right diet and enviroment for your pet.

Like with everything - variety of foods is good! All food should be dusted with calcium powder. And live food should be fed on the same fresh veg dusted to enhance it ready for feeding your dragon.

veg and bugs

SimonM gave the perfect answer, but I'll add that my dragon (1 and a bit years old) has greens daily, usually rocket or watercress, and also live food offered daily.  He doesnt always want it, but he has the option.  He's not a huge fan of crickets, but he likes all kinds of worms (calciworms, mealworms, morio worms, and occasional waxworms and butterworms), and locusts and dubia roaches. 

Bearded dragons are omnivorous, meaning they will eat both animals and plants. You can feed your bearded dragon a large variety of insects available at pet stores such as crickets (5-10 every two days for juveniles and 10-30 every two days for an adult), meal worms (more or less like half a cricket), silk worms (1=8 crickets), butter worms (watch out, these are like 1 or two crickets but are very high in fat and will make your lizard obese if given too many) and super worms (these are to be given as a treat they offer little to no nutriments). You should also be feeding it fruits and vegetables, nothing citrus, nothing acid.