as hope said...megazorb is a bit dusty. it wont change when you get to the middle of the bag either. you definitely didnt get a dodgy bag. i use megazorb for the whole cage and add some toilet paper as nesting material. my hammie can bild their nests however they like then. they have their own minds anyway
neither of my hammies has a problem with megazorb...no sneezing or coughing. just try how you and your hammies like it and once the bag is empty you can still swap to something else
