How big is he? An adult mouse is big for a baby.

First, i would crumple up some newspaper and put it in the tank so he's got alot of cover and will feel more secure.

Then give him a few days to a week to just settle in and down.
Then, if he is a small baby you should be giving him a mouse hopper or rat fuzzy(live preferebly). You could leave them in ther overnight, at that size the rodent cant harm snake. If you were soaking him in water to help with shed he shouldn't be too dehydrated.

If you tried to do too many things at once(bring him home, assist with shed, handle, etc..) this will stress him out before he even got a chance to settle in, that could cause him to go off feed.