Mine likes to climb as well... he even pulled off the Fluker's thermometer/hygrometer combo I had attached to the glass and managed to get the sticky side of the velcro stuck to his neck! That was fun trying to pull it off without hurting him!

He's climbs up the sides of his tank and stretches across his hides. He also eats and poops regularly, so I haven't been worried about it. I just figured that's how he is. I've never heard anyone say anything about climbing being bad.