DrKMcK, thank you so much for always helping me out! ;; He seems a bit more calm now as he's on his wheel. He still appears a bit wary of his surroundings, though. I hope it's normal and that he'll settle soon.
Peanut84, yes, I did.
I rubbed some of his old substrate here and there, too. Thank you!
Also, his Wodent wheel has this sort of grating sound when he uses it. Is it safe for me to rub some Vaseline where the wheel meets the bar?