The leaves are green but super dry

What does the soil feel like? Is it really dry? What kind of soil is it in--heavy, pebbly, does it feel like peat or garden soil? Could we have a photo of the soil itself?

When you stick a finger into the soil about an inch or so deep (it's OK and won't hurt the plant) is the soil dry?

Shock when you bring a plant home is normal for the first few days, but let's take a look to be sure the plant is happy.

I gave it some water today but it was pretty dry. How much water do they need? All I have are cactuses and snake plants so I think I underwatered it.

I ended up doing a soapy water soak today due to alot of bugs i noticed at the base of the tree (little white bugs) which i think are spider mites.

I added an extra layer of cactus soil to the top.

The Majesty isn't one I grow (interestingly, it's endangered in its native environment [fewer than 900 trees remain in the wild] but not as a house plant), but here's a care guide:

https://www.costafarms.com/get-growing/news/a-guide-to-growing-majesty-palms-indoors

It's not too different from other indoor palms. We can call water levels "moderate" in their preferred bright areas, as compared to the snake plant's and cactus' "when fully dry."

Spider mites are usually red or black, and I can't see the white bugs on the above, but with my vision, I probably wouldn't.

While you'll get flack from some for the soapy water, don't worry about it. That's exactly what I do for them. Neem oil is another option, with appropriate cautions: http://npic.orst.edu/factsheets/neemgen.html or any good indoor insecticide in the case of extreme infestations. Simple wiping away with a slightly-soapy cloth gets rid of them too, but be sure to hit every leaf and every surface with a fresh turn of the cloth. Rinse and renew the cloth as necessary.