Congrats on your new frog! Please read this care sheet -http://www.frogforum.net/content/gray-tree-frog-care-breeding-120/ - it'll tell you pretty much all the basics and then some.
As for his home, he's a tree frog, make it like a tree. Branches and broad leaves for him to hang out on. They don't want to be on the ground.
Make sure the crickets are no longer than the space between his eyes. Dust them with calcium and gutload them with fruits and veggies to make them a nutritional feeder for your frog.