It is probably a larval lightning bug/firefly (family Lampyridae). These guys are predatory and eat mainly slugs and snails, but will also take earthworms. Eco-earth or other chopped coco fiber bedding should be a good substrate; keep it nice and moist. He shouldn't need a water source besides the substrate moisture and his food. Lightning bug larvae are often found near water, but do not actually enter it.
To clinch the ID, turn off all the lights and watch for a glow, either all over or just at the tip of the tail. It may be faint, so give your eyes a minute or two to adjust to the darkness.
If it doesn't glow, it may be a net-winged beetle larva (family Lycidae). They mainly feed on fungi. Otherwise care should be about the same.
The Peterson's field guides to insects, beetles, and butterflies are a good place to start learning how to ID bugs of the eastern US. There's also a great book called "Insects: Their Natural History and Diversity" by Stephen Marshall; it's expensive but worthwhile if you're really interested in insects. Also try
What's that bug? for insect and other invertebrate IDs.
There are a ton of millipede and centipede species here in the southeast. Unfortunately there is no handy field guide to them.