Hi espedair,
I suspect you got it as well. There is not a JSON version of the receiver at the moment, but it would be relatively easy to add. Generally you can use regex to get most values and you don't need the arbitrary nesting of JSON, but I'm sure we'll add it at some point.
To the questions you raised,
"The data point allows the 'Device Identifier Key' and Device Identifier ... Am I correct in assuming this is station_id and SP ?"
From the HTTP receiver help dialogue:
"The device ID is specified in the HTTP request with the parameter name __device (with two underscores)."
"There is nothing on the UI to allow me to define that time stamp I need is record_datetime ... Am I correct in assuming it will use the time of polling ?"
The HTTP receiver accepts timestamps, You can see the format of messages it likes the most by capturing outgoing messages from the HTTP Publisher (which the receiver is made to work with, but is general enough to work with other services POSTing or GETing data. The Retriever solves this problem for you as you're expecting.
"Does this mean that the "Set point URL" should be where I want the data to go in Mango ?"
The Setpoint URL will get an HTTP message from Mango if within that Mango someone sets a value to the point. In general "Point Locators" tend to describe where data goes (by identifying a point!)