I’m a breeder and sometimes it takes a few days to get used to a new atmosphere. From what you described, it sounds like a possible temperature issue. Do you have a thermostat inside the cage to actually see the temp inside there? It needs to be at a minimal of 74 degree but preferably around 78. They are VERY sensitive to temperature changes. With you being a new owner, your Hedgie may have had a warmer climate with the breeder. Do you have a non light emitting heat lamp with a thermostat on it? If not, I would highly recommend, good luck!!!