They can run round and round frantically when stressed - like doing circuits, or excessive wheel running (or bar chewing!). Don't worry though - providing you take familiar scents and contents with him he should settle in ok.
Changes of environment can stress them - like moving to a different room or cage position, but not doing all the stressful things at once can minimise it.
I scattered food in the new cage as well and put a few treats in - food can distract them from the change/stresses
