True, you'll want to continue on the same food for a bit so as not to stress hedgie as she transitions to your home. Glad you have the Blue Buffalo on hand to start changing her over to something more nutritious.
I'm a little worried about glass container near window with little ventilation. Definitely check out different cage options. Let us know what you decide to go with
I'd recommend things like the Marchioro Tommy 120 or 102, the Ferret or Critter Nations, and C&C-style cages if you're feeling handy. Whichever you decide on, put a thermometer in there - attach it to the wall at hedgie-level and check on it multiple times per day & night before hedgie comes home. If it's varying more than a few degrees (maybe 5-ish max)... even at 3am, you'll need a way of modulating the temperature.
I definitely recommend a dish instead of a water bottle. Though my first baby started off at the breeder's with a bottle, so I offered both for awhile until I was sure she was drinking from the dish. Then I got rid of the bottle.
For the hide-away... seems like each hedgie has their preference. Satin liked to sleep under her liner. Texie much preferred a hedgiebag. Bella absolutely must have her hat. Marlee likes her hat or a blankie inside her igloo. That is to say - maybe start with something that's easy for you - like a blankie and and igloo and see what your hedgie has to say about that
Treats? Let her settle in a week or two before starting up treats - unless you know from the breeder that she likes certain things. Mealworms (not superworms... unless you cut their heads off first) are enjoyed by most hedgies. Watermelon, bananas, apples cut up into little pieces, babyfood versions of carrots, peas, squash, sweet potato, and the meats (turkey & chicken) and the blends like turkey & squash are also big hits. Hard boiled egg (has to be cooled first) is a nice treat too. Each hedgie has their preferences.