Best advice ever for any animal keeper, learn about said animal BEFORE you buy it.....
Having said that, sinking catfish pellets, shrimp, prawn, bloodworm, beefheart, same as any other predatory catfish, mine are quite partial to the floating cichlid pellets I put in for the Oscars.
just give it a variety of food, like stated above. they'll eat what they like and then u can switch over to primarily that food. i still recommend feeding a diverse diet however