1. mysis is just another kind of small shrimp like brine but it has more nutrition to it
2. it is a non-photosynthetic coral which means it doesn't use light to produce energy. That doesn't mean it doesn't like light. They won't be bothered by you keeping your lights on during the day.
3. any kind of small meaty foods that will fit into the mouths of the polyp will be fine for food
If this is in your 14 you are going to want to be careful to watch your water parameters with all the feeding you will be doing to keep this coral going. They like to be feed once a week more if possible. I was feeding mine every day when i first got it to help it bounce back from being fragged. You can get a small dish of some kind and take the coral out with some water from the main tank and feed it in there so it doesn't leave so much left over food in the tank.
I don't mean to be rude but you really should try and resist buying things you don't know about. have the LFS
put it on hold for you and go home and do a little research or ask questions here. People will be able to help you out and then you can go back and pick it up. It will save you a lot of head aches and probably a lot of money in the end.