The size of the mesh needs to be small. Bigger is better. Place live fruit tree branches in their cage, and replace them frequently. The other reason they need to chew to keep their teeth healthy. Provide a nesting box for them to sleep in the daytime, for their comfort and to keep them out of the daylight.
Bedding is a bit tricky, from all the fruit their little feet can be sticky.
Corncob bedding works pretty good. Cedar is harmful, as is pine. I say in the US because I don't know what agency to contact outside of the United States. Inquire if you must have a license. This is a general overview to give you information about the Sugar Glider.