Welcome to BPNet, Billy. I'm a bit sorry to hear a breeder sold an inexperienced person a ball python that had not even taken it's first meal yet. That's just not a great situation at all really but one you can get past with some help from our members here and some reading on your part.
Go to this site www.8ballpythons.com and read the page there about getting hatchlings started (sorry I don't have the link handy but it should be easy to find) Adam is a member here who is also a very experienced snakekeeper and breeder of ball pythons.
Try to not handle the snake much right now. You want it to settle in and feel secure and safe enough to hunt. What are you planning on feed it as far as mice or rats and frozen/thawed or live prey? Have you already found a good reliable source of high quality food for this snake?
Did you get contact information on this breeder so that if you have any issues with this hatchling you can contact him/her for advice and support?