You should provide a fresh protein source, such as mealworms or crickets. Secondly, fresh fruit and vegetables should be made available. Additionally, there are pellets that you should make available to your glider throughout the day. Diet is very important to their health, and can be the cause of disease.
Sugar gliders will mainly eat insects if they are available because they are high in protein. When insects are not available they tend to eat sap from eucalyptus plants. Pet stores offer commercial feed but isn't necessarily the healthiest choice.