The baby just needs to get used to his new environment. Also, what is being used for heat? What are the temps? What is the humidity level? How big is the tank? Are there any hides?
Covering up the tank for a while is a good idea. It'll give the baby some security. Don't handle him for a couple of weeks (definitely not until after he eats). If he refuses food the first time it is offered, try again in a few days. And do not handle for at least two days after feedings so he can digest his food properly.