If it's new then just leave it alone for a week to let it settle in. After that you can start to take it out every couple of days. Some corns will be flighty and whip around like yours, others are calm from day one. What I recommend though is that if you get it out and it starts to whip around don't put it away until it calms down. This way it gets used to being calm in your hands.

I've found that this speeds up calming much faster than just taking them out and putting them back without calming them.