Did you receive the snake today and try to feed the same day? It is no wonder it did not eat. Transportation can be fairly traumatic on a baby snake and you should give them at least a couple of days to settle in. Most people give them a week before attempting to feed.
Pinkies do not last very long, a couple days at most. Give it some time before feeding. Spiders will exhibit more sever wobble when nervous and this baby is very nervous from its trip.