Hey there, welcome to the forums! Also a big CONGRATS on getting your new bearded dragon!
At 8 to 9 inches long, your beardie should be eating pretty good, but I noticed that even with my new beardie two weeks ago, it took him four or five days to "get comfortable" in his new home and all before his appetite increased.
First things first, though. I want to make sure that his living conditions are acceptable, and such that he will be comfortable and want to eat. So, please tell us what size tank or cage you have him in now, what are all the brand names and watts of each light, heat source etc. Everything, the more details, the better. Including what you are using for substrate. If you can a photo or two of his tank, even better, and after all, we
always want to see photos of new beardies introduced here! ( Posting photos right into your posts on these forums is very easy, just have a read here on how to do that easily:
http://www.beardeddragon.org/forums/viewtopic.php?f=30&t=167225 )
Also, please tell us what you are trying to feed him. Are you making sure that any live insect is not longer in length then the distance between your beardies eyes? Again, the more information the better. It's impossible to help you out if we don't have the details of his living conditions as I asked for above, and the details of what you are trying to feed him. (For all we know, you have him in a big glass jar and trying to feed him Raisin Bran, lol... I think you get my point even though it is sarcastic)
Regardless, congrats again on your new beardie! Please get us the info I asked you for and photos if you can ASAP!