Ahhhh, perfectly normal corn behavior.
Did you get a little hatchling? If so, YES, they are wriggly little worms! I nicknamed mine a shoestring. They will stay that way for quite a while as from what I have heard they grow LONG before they start widening. I'd recommend handling once a day or every other day for 5-10 minutes after the acclimation process when she's not so stressed (if she hasn't done that already), and put a long + wide container under where you are sitting as a safety net. This is what I do with my corn (who is 6 months old and way bigger than most corns her size), so if she slips out of my hands she won't get hurt and won't get lost in my room.
Burrowing is normal from what I understand. As long as you're not an idiot like I was and your heat mat is plugged into a thermostat (mine wasn't for a while ), burrowing shouldn't harm her/him. Mine also liked to go under her water bowl when we had it above the substrate and pee and then lay in it, and there was very little ventilation, so that is one reason she has minor scale rot right now. We moved it directly on top of the glass and no more problems.
Corn snakes are really fun. I love mine, but they can be pretty high energy especially when you are used to BP's who don't really...move.
I hope that helps you a little.
Pictures? I want to see yours!