Just give him his space. It may take a couple of weeks for him to settle into his new home. During that time he may display stressed colors a lot, not want to eat much, and hide often. Just be sure that he is drinking well and he should start eating in a few days. Try not to move things around in his cage and do you best not to sit there watching him all the time.
If you start to notice him sleeping during the day, notice sunken eyes, or think something is out of the ordinary, I would say, get him to a good reptile vet. It is always better to be safe than sorry.