Ok before anyone else jumps in and "complains"...how small a tank?
I feed mine betta pellets; you should feed them twice a day but I only feed mine once a day. He seems to like his pellets; most people feed theirs pellets; with the odd blood worm treat.
If you are in the UK the pellets are hard to come by (I had to get mine from e-bay) and in USA they seem readily available (but I'll let someone else comment on that).
Your tank should have a heater and a filter and ideally be at least 5 gallons. While the filter is new, you will need to do regular water changes (something like 50% every other day) It would be best to get a test kit and keep an eye on ammonia levels.
Here is a feeding regime a lot of peple use. Feed bloodworm 1 day, pellets for 4 days, a boiled squashed pea 1 day, then nothing for a day, then back to the bloodworm.
You can get indian almond leaves which you just place in the tank and they turn your water a bit brown, and help keep your betta feeling tip top
They don't like a lot of flow, so if your filter's not adjustable, put a bit of sponge over the outlet.