Hi there. I would wait
"He" will be nervy and anxious as a baby in a new environment. He'll need a good two weeks to settle into his cage environment without any cleaning or changes during that time. It is something that maybe isn't that essential to know straight away as long as he isn't a pair living with another hamster.
I'm guessing it's a dwarf hamster - syrians are fairly easy to sex just looking at the back end while they walk around. Robos are hard to sex. Russian dwarf hamsters - again the shape of the back end should help - a male will be slightly more elongated at the back end. I also think their facial expressions look more male or female sometimes