He's obviously pretty nervous. I would leave him alone for about a week. Keep him in a quiet, relatively dark place, and don't try to handle him at all. After about a week, try handling him for a very short period of time. Baby corns are very skittish by nature (you would be too if you were so tiny and defenseless). He should naturally calm down as he ages. I have 3 myself. One doesn't mind being handled. One has gone from very skittish to somewhat cautious. And the third still doesn't like being handled at all, although he no longer tries to fly out of my hand when I pick him up.