Most octopuses will eat frozen raw foods. Just defrost it and make sure its fresh. I never heard of having to "acclimate" octopuses to eating frozen foods and never heard of them not accepting frozen foods.
Anyways, live foods aren't the easiest to get if you don't live by the shore. People who do find a lot of hermit crabs and mussels by the sand as well as regular crabs. Otherwise fish markets typically have live lobsters which would usually be too large and unneccesary. Try ethnic fish markets and oriental ones...they usually have varieties of live selections. Im going to ChinATown Philadelphia in a week were they have a few live seafood markets.
Haven't replied to this because I've been out for a while.
Most octopuses will learn to eat frozen food, but there are always a few who don't, who insist on live food.
Offering both at the beginning is a good idea. Even if you feed mostly frozen raw shrimp, try to offer live crabs or shrimp at least a couple of times a week. You can order a small shipment of fiddler crabs and keep them in a large bowl or small aquarium.
Your octo will not only profit nutritionally, but also enjoy the activity of catching and killing live prey. It's a type of enrichment.
neither of my octopus have ever ate frozen food. I did get one to eat fresh clam that had been sliced open but thats all. I'm realy big on feeding live food to all my marine life. either its mysid shrimp, small clams,or algea I always take pride in feeding live food to my fish and inverts. As Nancy said its enrichment for you octopus. personaly I've never had luck feeding any marine life anything but live food but it can be done and people have.
For me, im going to have to feed a mixture of raw, frozen and live because were I live, live food isn't as easy to get. I have 2 fish markets near me that only sell live lobster which all typical markets and inland stores have. Live crabs come around occassionaly but thats why im going to ChinATown for a few days to collect more choices. If anyone lives in California, there's KoreaTown which im sure has selections.