First off congrats on your new addition. I know you have been considering one for a very long time. Welcome to the club!
I have never used a heater for any of my crested geckos. Unless your temps are getting below 65-60 at night I wouldn't use any type of heat. Also those meal worms have a hard to digest exoskeleton, some people are very against these types of feeders. I occasionally feed them to my adult bearded dragon but for a small crestie I wouldn't recommend it on a regular basis, it could lead to impaction. It's best to stick to crickets or roaches of appropriate size. Paper towels work great but most substrates are suitable for crested geckos. Honestly, cresties are one of the hardiest pets around, you really have to try to kill them, or have bad luck. Either way enjoy your new guy, they are very enjoyable!