Firstly, congratulations on your new baby!
As Rich says, give the little fella a few days to settle in and leave him or her alone apart from changing water, feeding, etc. Once he aclimatises to his new environment he should eat well and you can slowly get him used to you.
How big is the WD? - the enclosure is quite large for a baby and plenty of hiding space will stop him from getting freaked out. As for night time temps, what are they currently at? Night time temps can drop a little and mimic the animals natural environment, and unless it's too cold you shouldn't need additional heating at night.
What's your set up like?
Also curious as to what and how you are feeding him?
Good luck, and it might be worth getting a faecal exam at the vets to check that the WD is in good health. If the dragon becomes very lethargic and doesn't start eating in a few days then you will need to take it to a vet.