You should give him a week to settle in before you handle him, baby red tegus tend to be more on the shy side.Try offering him food now probably some ground turkey and a pinkie and then leave him alone and let him adjust for a few days.Then try handling just take it slow each day handle more and more if he lets you until he calms down.It will take time to calm down but with much devotion it can be done.
Here is a helpful link on basically all thing Tegu's can eat just in case you were wondering!
http://www.tegutalk.com/viewtopic.php?t=1353
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