Definitely always only feed one live at a time if you're going to, because a snake only has one mouth and the other rodent(s) can be hurting him in the meantime (and putting him off his feed, too). Did the previous owner feed in a separate box? If so, I'd try to mimic what s/he did as much as possible for the snake's comfort level. Bear in mind he may well refuse at this first feeding, so you should know what you'll do with the rodents if he doesn't want them. And I'd get him eating in his new home before trying to switch him to new food, frozen or rats.

Adult rats are more nutritious than adult mice, but adult mice are more nutritious than baby rats, so it's up to you how important it is to get him switched to mice. Many snakes live on mice their entire lives and do just fine, but a rat-fed snake will tend to grow faster and has to eat fewer food items. You can tell what size food your snake is ready for by looking at the circumference of the biggest part of him. At three feet, he should definitely be able to eat small rats, just make sure their bellies aren't bigger around than his.