They will take a little while to get used to being handled. Put it in its tank and make sure you got everything set up before you put it in. Check the temps and humidity. And leave it be as much as possible only open up the enclosure to change water which should be every day. What kind of tank do you have it in.
They can eat prey as big around as the widest part of their body. Generally a baby ball will eat a fuzzy mouse.