Can't really guess what they might be, but I suggest that you get rid of them by returning the plant to the Home Depot. It should be their problem, not yours.

I agree with rhizo, or you could dump out all the soil and rinse off all the roots & leaves and re-plant it in a new pot with new soil. I have no idea what critters are in the soil, someone will come along with that info for you.

Edited to remove duplicate.

This post was edited by rhizo_1 on Mon, Jan 12, 15 at 9:32

could they be millipedes?

Here is a link that might be useful: {{gwi:2118088}}

woops.
edited, eerie double post.
=P

This post was edited by hookilau on Tue, Jan 13, 15 at 22:06

Sounds like thrips to me. If you shake a leaf over a piece of paper you can will probably see more.

are you sure they were not fungus gnats?

springtails. Harmless.

They generally appear white, gray, or brown. Feed off decaying organic matter in the soil.