Welcome. I've attached a link to the resources section regarding food and nutrition. It's at the top of the home page. This link is well researched and should provide you with a jumping off point. Glad you found us.
Well gutloaded crickets are among the best foods. Dubia roaches are very similar.
Locusts are loved by chams and will happily eat their greens. Silkworms are a great, healthy choice. Phoenix worms are very good (naturally high calcium) - they also turn into flies later, and chams love flying things.
The most important things with feeding are gutload and supplements. After that variety of insects is important.
Commercially bought gutloads can be good, so get one that's recommended on the forum (eg Flukers one is pretty bad).
Always use your own fresh stuff to feed insects with as well though.