They can learn where their food is if you "show" them but if the cage is too big they still may not get enough. Keep an eye on him and make sure he eating and that you do see lick marks in the food. If you feed insects try feeding them out of a cup or something that they cannot get out of so that he will have an easier time and won't lose the crickets in the enclosure.
Definitely quarantine your gecko. While cresteds are very hardy animals they can still carry parasites that can be transmitted to other reptile including ball pythons. Even after quarantine you are not guaranteed that one or the other animal does not have internal parasites unless you have fecals done (which is never a bad idea) so you still need to practice good husbandy and cleanliness.
You should feed at least 2-3 times per week, hatchlings and juvies being fed more often than adults (unless they are breeding).
Saran wrap or works well for keeping in some humidity or you can cover the top with a towel. If you use saran wrap leave some of the screen uncovered for some air exchange.