You can mist, but most of us find it best to give baths.
Please check out our caresheet
CLICK HERE for CARESHEETThe caresheet has lots of important information for caring for your dragon including how to bathe. Keep in mind that bearded dragons are remarkably resilient creatures and you can be doing something wrong for months before your dragon will show any signs of a problem (such as metabolic bone disease).
Others may disagree on this, but as long as your dragon is healthy, I would give him about 3 days to settle in and get used to his enclosure then start handling him daily. You can tape paper to the glass to reduce the amount of stimulus and slowly remove these sheets as he settles in, this is especially helpful if your dragon's home is in a busy room with lots of activity or foot traffic. After a couple days of minimal contact, I would start handling him at least twice daily. If he is trying to jump or walk off your hands, learn to put one hand in front of the other to give him an infinite bridge, he will grow tired of going nowhere and let you hold him (in most cases). Be careful to have him over a soft surface and either sit on the floor or be up on a bed or couch.
You can also reduce stress by reducing the amount of ambient light at night, try not to have the room lights on when he is sleeping. You can use the same trick with paper (or anything else opaque) to block out the glass when you must turn a light on at night.