Hi!
Congratz on your new family member!
Substrate is a highly debated topic. Although it's not recommended and I'm changing soon, I've used the crushed walnut stuff from Petco with Lucy for years. For a baby I wouldn't recommend ANY loose substrate because they can't digest it, but I got Lucy as an adult and never had a problem.
Taming and bonded with a beardie can take a LONG LONG LOOOOONNNNGGG time. After 5 years with Lucy, I can pick her up when she's
black bearded puffed up aggressive and she goes limp and goes completely submissive. She closes her eyes when I pet her head and jumps off her basking log and runs around and scratches the glass as soon as I get home.
That being said, trust is a huge factor in taming any animal. Never NEVER push an aggressive animal out of its comfort zone. Time and patience.
Silly as it sounds, talk to your beardie and let him get used to your presence and voice. Lucy responds to a strict "HEY" (instead of "no"), knows her name, and of course "crickets" or "worms" always perks her up.
When you go to pick him up, don't come straight above him. Your hand can be perceived as an animal swooping down to have your beardie for lunch!!! Lucy loves to roam around the house and it took a while for her to get used to me walking around her. Still, when I pick her up I get down on my knees instead of bending over to pick her up.
I would highly HIGHLY recommend against "just wearing gloves and picking him up." Think about it. If someone jumped out at you, grabbed you by the arm and pulled you along, it would be a lot more stressful than "hey, come here" and a tap on the shoulder.
Once again, I can't stress how important trust is. You'll soon learn your bearded dragon is smarter than you think.