They have big cages full of babies at the exotics store I go to. Most of them cruise around or clump together under the big community hide. But, there are always 2 or 3 out of the group that manage to wind themselves around the tiny piece of exposed power cord going to the flourescent lamp at the top of their cage. I reckon some just feel more secure that way. You've got yourself a "climber"!

Or, he may not like the substrate. I experimented with using alot of peet moss for a while. I would make patches of it that he would occasionally burrow under for hiding. But, the stuff tends to dry out and the cage gets littered with little fragments of it. As time went on he started avoiding the ground and chose to travel around by passing between the various pieces of furniture he has. I cleaned the moss out and now he's back to being a ground dweller. You might try a softer substrate and see.