If it's about to shed, that's one reason. If you just got it, that's another. You need to give it at least a week to adjust and settle in to its new home. Ball pythons are very timid snakes. They will stress fairly easy being young and in a new home. Give it about a week alone to adjust to the new scents and sounds of its environment and it will slowly come around. Another thing could be temps and humidity. Make sure your temps are correct, give it a hide on the warm side and the cool side. Offer lots of clutter in its home to hide in. Ball pythons are nocturnal and will come out at night and hide most all day, especially young ones.
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