Congrats on your new baby!

Have you thought of a name for him/her? Is it a him or her?
Depending on how tame he/she is, I would leave him inside his cage for a couple of days so that he gets to know it and calls it home. Everything is going to be new for this baby so move carefully around him so that he won't be scared. Do all you can to keep his body language as relaxed as possible - that's the way to earn his trust. Then you can progress to seeing if he'll take a treat from you (keep a look out to see which his favourite foods are).
Babies can be a little clumsy on their feet so depending how old he is when you get him, maybe keep perches a little lower in the cage so that he doesn't have so far to fall if he does fall. I got cotton rope perches for my Pionus when he was a baby as they were easier for him to grip (with cotton rope perches you need to keep an eye out for any loose threads and snip them off so that toes don't get tangled in them). Talking about toes, resist clipping baby nails - they will be very sharp, but they will help him grip.
Re food, get a bag of whatever he is eating from the breeder - it doesn't matter if it's low quality seed. This baby is going to have a lot of changes in his life all at once, if his food is the same then he'll feel more at home. Plus if he's being weaned on to seed, he may not recognise pellets as food, and starve. There is plenty of time to teach him to eat pellets when he's more settled in. He may be very quiet when he arrives as he'll be missing his old flock/home, so just be gentle with him. As for toys, I'd get small, easy to destroy toys - you can string your own together on a thin strip of leather - soft balsa wood, little cardboard bagels, woven finger traps, etc.
I so love Orange-wings. They are often one of the more gentle Amazons. Even though my Ollie and JoeJoe were/are adults they were/are still so playful and curious. Both love flapping in their cages and hanging upside down. JoeJoe gets into everything he shouldn't. Ollie was trustworthy enough to leave out of his cage all day, but JoeJoe certainly isn't - he destroys houseplants and wires. Sigh.