Hello and welcome, your new buddy is adorable. When it comes to size every beardie is different. Mine for example at 3 months was either 10 or 13in(not really sure about her age, give or take a month). But as long as you're seeing growth and the beardie is acting normal, no worries. As far a sexing goes, hear are two links, you can use whatever is best for you.
http://imgur.com/r/BeardedDragons/s2OIALb (flashlight)
https://www.beardeddragon.org/articles/sexing/ (regular)
But be aware that it may look like one thing now but when he hits sexual maturity at around 6months it might change. As far as setup goes, I'm not sure if thats a reptile mat or loose substrate. Reptile mat is fine but if it's loose substrate you might want to change it out as it can cause impaction. Ceramic or slate tile, non adhesive shelf liner, paper towels and newspaper make good substrates and they're easier to clean. Those petshop thermometers are not acurate, probe thermometers and infrared temp guns are really accurate. UVb lights, as long as they are not coil/compact should be okay but there are some reptule linear flourecent brands that are no good, reptisun 10 and arcadia d3 are good brands. Enjoy your new little guy he's super cute and good luck.