It's usually best to let the snake have a good week of no handling, no fussing about with him when you first bring him home. Snakes, especially shy, nocturnal snakes like ball pythons, take time to get used to any major changes. Baby ball pythons even more so. Handling will come in time. After all, he's got a good long life ahead with you so no need to rush it really.

Visible breathing happens with snakes. They are constructed differently than us so they use their ribcage more to move air through their lung than we do. There's a differnence though between normal breathing and hard, gasping for air (something that is definitely a major issue).

When you do handle keep it short, quiet and safe so the snake cannot get lost in furniture or fall from heights. Just set the snake on your lap and let it decide when it wants to move about, all you need do really is make sure it stays safe. Try not to spook it by reaching down over it's head (predator position). These are fairly head shy snakes. If it constricts on you, which is very normal and it's just holding on, gently unwrap it starting at the tail or just wait for it to move along.