When you first get hamsters it is often very stressful for them, and often their anxiety and stress levels are much higher than usual at this time. Because of this, he needs to be able to be introduced into a cage that is going to have no changes to it in the next couple of weeks, to avoid any more stress put onto him. Therefore he should only be eating his Harry Hamster and not any other big things like nibble bars. As he slowly becomes more used to your presence, you can give him back the bar, but only as an occasional thing, otherwise he will only eat that, and not the food that is best for him. Treats can be fed in moderation, and are very helpful in the taming process.
Hopefully this helped - congratulations on your new hammie. Hopefully he will be very happy in his new home!