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[hazzard]

Hate to sound boring, but please do some research before you jump into buying. As you have already bought the little fella please heed the advice you are given. Read through the Wiki section on the forum and get an idea of what your in for. From previous threads it sounds like you don't have much money to spend on a set-up so as mentioned set up a click clack.

Ask yourself this

Do you know what a thermal gradient is and what temperature to keep your particular animal at?
Do you have a thermostat or some means of controlling this heat?

You are probably better off with a heat mat rather than a lamp.

You've mentioned you don't even have anything to feed it. Even if it was eating skinks you will never be able to maintain it on these. You need to read through the tips in wiki on getting a hatchling to eat. If you do not provide the fundamentals it requires it will never eat.

I suggest joining a Herpetology society so you can learn a bit. Where are you located? There are a few on this week on Friday night.

Most breeders keep hatchlings in chinese containers for the first month or so of their life with a toilet roll as a hide and an up-turned coke lid as a water bowl. There is a reason for this. They feel secure and it is easier for you to feed it, clean it and control heat.

The best enclosures for small hatchies in my opinion are the exo-terra type or mini critter snap lock available at most pet shops. They are relatively escape proof if you keep the hatches closed. Or if you don't have the money, definitely set up a click clack.

Good Luck

Oh and read some books and get a care sheet.