he may not come down or eat for the first few days. he's pretty stressed right now from shipping and a change in environment and needs to have some time to settle in to his new surroundings. there is nothing to worry about at all if you don't see him eating at first, just give him some space and let him get comfortable.

as greenmonkey pointed out, mealworms really aren't a good choice for cresteds. you can also try roaches, crickets, phoenix worms, etc. but mealworms aren't easily digested by cresteds and therefore are of little nutritional value.

what kind of calcium syrup are you going to give him? if you feed t-rex crested gecko diet and/or insects dusted with herptivite and calcium you shouldn't need to supplement with anything else and doing so actually risks poisoning your gecko with too much calcium.