I don't think anything other than benificial live bacteria has come from any live sand I've gotten, the really fun stuff comes with the live rock. I wouldn't add any inverts until after your tank is done cycling with the live rock and live sand in it, the LR especially may cause a bit of a spike. Keeping it moist and get it home as Fast as possible will minimize this tho
Little tip: learn to recognize what an aiptasia is and don't pick a piece of LR for the "bonus cute little anemones" on it! lol
Good luck