When I checked it for watering, 3 of the 4 leaves have paper thin spots that are very brittle. Would someone please tell me what could be going on with my plant and what I need to do to make it look healthy? Could this be shock from the shipping or is something elso going on with it? Any help would be greatly appreciated.

i personally keep my begonia in my bathroom, the extra moisture from Showers seems to make it quite happy.

now, i know that a rex and a cane angelwing are worlds apart.
but i had some of those paper thin , brown dry spots

i would say, dont worry. just get some more moisture around it. maybe bring it into the bathroom when you take showers ;)
Andrew