Hello and welcome to the forum and hobby
I assume you are referring to wild caught
feeder insects being "dirty". If that is the case, it is likely stated that way due to possible pesticides some may have consumed or from a possible food source (such as silverfish and firebrats eating paint). It can happen but is very unlikely, as many keepers have caught insects for feeders for years without issue.
In regards to pet stores, yes some keep feeders in less than ideal conditions (dirty tanks full of other dead feeders or low food forcing some to cannibalism (as they will eat their dead (such as crickets)). That is remedied rather easy, however, by feeding the feeder insects for 2 days or so in a clean habitat and good food to thoroughly flush their system once you buy them.
For temperature and humidity you will have to know what species you have/will keep as some have special needs. Refer to the
dedicated caresheets for specs of many species. As some may require a heat source (heating mat, light, etc.) while most do fine at room temperature. Also depending on where you live, such as cold winters or hot AC summers, you will need a humidifier as the room humidity is likely extremely low and can cause all kinds of problems (a main problem is molting issues).
To make your mantis habitat humidity more stable, a substrate is a good solution and you can use coconut fiber (I use Plantation Soil), sphagnum moss, or even paper towel.
Best way to find your humidity and temperature is to get a dual digital thermometer and hydrometer, or a analog reptile dual thermometer and hydrometer. I have two dual digital ones to ensure a more accurate reading, as some can be way off or vary to a point making it useless. I've had great luck though with the cheap under $10 models found on Amazon.com
Feeder wise mantises can eat many things - starting from baby L1 instar nymphs they eat fruit flies (Melanogaster at first then onto Hydei) or Springtails, as they outgrow Hydei they can eat pinhead crickets or stable flies, then houseflies and blowflies, then as adults they can eat crickets or roaches of proper size. For treats they also like moths, and at all stages pure honey is a great treat.
This is all rather basic, so if you have a particular species, instar size known, or particular questions about some aspect of it all ask more questions; however, if you do a
search on this forum you will see there are countless topics to help you already as well.
I hope this helps some.