They do do a lot of exploring for the first couple of days in a new enclosure. After a day or two they tend to become the ball python standard of lazy. I agree with the light bulb thing. It is kind of like standing under the sun and the longer you stand there, the hotter your skin gets. I wouldn't handle him until he sheds. BP are blind during this time and is very stressful for the snake. You can offer him food whether he has shed or not. It wont harm him, but most likely he will not eat during the blue stage.