Mine molts once ever 3-4 weeks. It molted within 48 hours of being added to my tank. I think it's pretty typical for it to molt due to the initial change of environment, and then you want a relatively regular molting pattern. I'm no expert by any stretch, but I've seen some threads indicating that some people have had skunk cleaners that have molted multiple times over a short span (3-4 times in 7-10 days) and had it culminate in a "bad mold" where the shrimp lost its legs and either died on its own or was consumed by the CUC or other fish. I most cases I've read that poor water quality went hand in hand with the scenario.
But for a new addition, I think it's fairly common for an almost immediate molt. He'll probably be skittish the first 24 hours afterwards.