Do I feed it a live rat first before I try to switch to Frozen thawed?

I have a ball python that I bought last week. Haven't held it and was told she was fed live, but maybe eat f/t. So should I try feeding her f/t first or go with live ?

You could try offering a F/T and seeing what happens (I've had some that were on live that took it right off the bat). If he takes it, great, but if he doesn't then I'd offer a live one for a feeding or two to make sure he's eating, then trying the F/T again after he's eaten a couple times.

I agree with Alexandra. I'd go ahead and try f/t first. He may eat it easily and then you'll know it's not a worry. If he refuses...then I'd wait a week and try again with the live prey he's used to. If he eats live a time or two for you, then you'll know he's comfortable enough to eat and just might be stubborn about switching over...which you can work with. If he refuses the live offering as well, then you'll know that it might not be the prey type at all that is throwing him off and you should investigate your husbandry.