Welcome to you and Earl. He is still very new and will be a bit scared still of all the strange noises in the house. He will settle and I am sure tame well soon.
Here is a link to some taming tips
http://www.hamstercentral.com/user.php? ... ticle&a=44
I too would wake him up as you do need to keep an eye on his health and start the taming. Good luck and you could always join the Taming diary and let us know how it all goes