if you watch your tank at night (provided you have live rock in it), you will see that plankton, worms, pods etc will swim to the surface and swim all around your tank. I assume that the animal would have been feeding at night. However, like all echinoderms (starfish, sea-cucumbers, brittlestars, sea-urchins, etc..) these animals can persist for a relativley long period of time without being fed adequately. To do so, the animals start to break down their own tissue to "feed themselves". This also may be what has happended to this animal in the shop. I wish you every success with this beautiful animal. The only way we can sucessfully keep an animals is to understand its basic needs, and you have taken the first steps to do so.