You should wait at least one week to try and feed the snake, and if it refuses only try once a week. For the first two or three feeds, give the snake what it is used to eating, which is live, otherwise you could just ad to the stress. After you have established that it will eat for you (After two or three feeds) you can then try and make the switch. Feeding in the enclosure is the best way to keep the stress level down, and it is not necessary to feed in a separate enclosure.
If you decide to make the switch to frozen thawed after feeding the live, you will need to get some used mouse bedding. After thawing and drying the mouse, you should then blow dry the head to make it the warmest spot on the body. It should tell the snake where to strike.
Good luck to you, and congratulations on your first ball python!