A critter cage is a small plastic container with a vented top designed to hold small animals. You can find them at just about any pet store. You place it in the aquarium and the water will flow and filter through the top. There are 3 reasons that I would keep an octo in one. (assuming that it is a small octo)
-The octo can fit through very small spaces. (overflows, the aquarium cover, etc.) You can keep it in the critter cage until it gets a little larger so it wont be able to escape.
-It helps you to locate the octopus and monitor it's condition, (especially important if it is recently aquired).
-It is helpful for observing your octo's appetite. By placing the food (assuming it is live) in the cage, it assures that it will stay near the octopus long enough for it to be interested in eating it. Sometimes a small octo in a big tank can't find a small crab right away and if they get away when you first put it in, it can take days for the octo to find it again.
There are many guides available for acclimating sensitive marine animals. This is my version of the drip method:
(assuming the octo is in good shape upon arrival)
Turn off the aquarium lights. The room should be dimly lit.
Float the bag in the aquarium for 20 minutes.
Place a 5 gallon bucket on the floor next to the aquarium.
Get some airline tubing. (about 5'-6')
Stick one end of the tubing into the aquarium (underwater) and figure out a way to secure it in place hands free.
Take the other end of the tubing and kneel down next to the bucket.
Suck all of the air out of the tube until water starts pouring out (create a siphon).
Tie a loose knot in the tubing and secure that end to the inside of the bucket near the top/middle (Above the water) so it stays there hands free.
Water should be flowing through the tubing from the aquarium and into the bucket. Pull the knot tighter and adjust the flow to about 2-5 drips per second.
After 20 minutes of floating the bag, gently emtpy the contents of the bag (octo + water) into the bucket.
Let the water drip for about 45 minutes. Keep an eye on the octopus because they can and will climb out of the bucket if left alone.
After 45 minutes remove about 75% of the water from the bucket.
Let it drip for another 45 minutes.
After 45 minutes, it is time to take the octopus and put it in your aquarium.
Grab a net, cup, or just your bare and and take the octo from the bucket and place it in the tank.
Keep the lights off until the next day to let it settle in. You should also wait to feed it until the day after he arrives.
The total process takes about 2 hours. You can cut corners but at risk the life of the octopus. My advice? Invest the time now and enjoy the rewarding experience of keeping of one of the coolest animals on earth!