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A lot depends on where you get your ham from, breeder hams are generally already tame to some extent whereas pet shop hams tend to take longer to tame, as the others have said Chinese are a little more shy & skittish than some other species, I find they're not so much afraid as just startle really easily so if you always approach them carefully & are patient & gentle with them they tame really well & make lovely pets.
I find females to be quite hyper & absolutely full of beans! They can be a bit of a handful but loads of fun!
Males tend to be a lot more laid back usually, still shy but less active than the females.
Unlike Fluffagrams I've found mine do better with a larger (not huge, maybe 80x50cm) cage as long as it has a nice big front door so I can interact with them, the only Chinese I've struggled with taming is the one I started off in a smaller bin cage.
As Fluffagrams said they are very agile, great climbers, they also love to dig even more than other species so you do need to put some thought into a good set up for them.
Fluffagrams covered the diabetes aspect so I won't repeat any of that.