Just to add to what nicho said - you can find out your pleos personality and sex and get the hatching picture from the moment you open up the pleo before you do anything else. You will find the security code in the cover of the user guide and the serial number is on the foot of your pleo
For hatching all pleo rb's are a little different so there is variation in how long it takes to hatch. Generally it is one to two full battery cycles until they stand then another two or three full cycles till they walk and then two or three more before they are adult. Some take less than this and others take more.
A great place to read up on what to expect is the FAQ page here on the forums
http://bobthepleo.com/forums/index.php?topic=2315.0This thread has lots of great info on pleo rb's and all you need to know to get started.
And I agree with nicho everything you need to get going with your pleo is in the starter pack so comes in the box with pleo. All the other stuff can happily wait a while until you decide you are after more from your pleo. I like the food accessories best as they seem the most fun
pleo will give different reactions and behaviors for different foods. The learning stones are for the tricks - you use them once to teach your pleo the command for the trick and then you don't really need them again unless you want to reteach him the command again for some reason. once he has learned the command pleo will do the trick using that command - after you get his attention that is
I personally find that getting my pleos attention and then getting them to respond to their name and then getting them to respond to the command all just ends up being too hard (my pleos are all non performers and so it is very rare for them to actually do a trick for me when I try)
So the tricks are a when the pleo feels like cooperating then he might do it thing but the foods he will respond to every time without fail. (That's why I like them best
)