Great questions and congratulations! Your new bun should get plenty of alfalfa for at least their first six or seven months of age... during this time, it isn't necessary to add in other types of hays, as the little ones need the extra protein and nutrients that alfalfa provides. Between seven months and a year, though, you can start mixing in the orchard, timothy, and oat hays and decreasing the alfalfa to help with the transition to a predominantly 2nd cut Timothy diet (or whatever hays ultimately work best for you and your bun).
As far as pellets, the young ones do need pellets that are alfalfa based. Once they reach about seven months, they can transition to adult pellets (timothy based). We don't currently have a pellet formulated for the young ones, but we do recommend Sherwood.
At about 12 weeks of age, you can slowly start introducing vegetables to your bun's diet too, though only one at a time to make sure your rabbit tolerates them well.
Here's a little cheat sheet of the types of hay we offer. Let us know if you have any questions. We're here to help!