I had the same problem with mine at first. All he did was hid in the corner and never went in the 10$ hide I got him. I took it out and put a Trisket box in instead and after making it a little smaller he went in right away. Since then Ive removed the trisket box and put the rock cave back in and now its his favorite.
Just takes them some time to get used to their new enviroment.
You can also try taking him/her out of the cagethen put them back in facing the hide. I did that once and he got the idea ha.