IMO, I wouldn't sweat it too much yet. It might take him a bit to settle in and start eating. If he seems pretty healthy, you've got a little time before you really need to be concerned.
If you don't have something already, a pvc tube or small structure for a hiding place can help make him feel more comfortable. Also, IME, a lot of fish don't seem too keen on pellets initially. One thing that has worked ok for me is using a tiny dish with a small pile of thawed mysis on it so the fish can pick at it as they want. (Just turn off the powerhead(s) for a while so it doesn't blow around.