If a cage is quite tall they will climb to the top just because they can
and can really hurt themselves if they fall from a height. Is the wheel big enough? If it's a Syrian they need an 11" wheel ideally and certainly no smaller than 8" for a young Syrian. If the wheel is too small they can't run properly and don't burn up energy running in the wheel.
Our new Syrian did lots of climbing and trying to escape before we put a wheel in (he was a baby and we were advised to wait to put the wheel in till he was a bit older) but once the wheel was in he stopped doing it. So it might be that the wheel isn't big enough.
If your cage is very tall then you will need to try and avoid the falls risks. Deep substrate helps cushion falls but they can still bounce off a shelf on the way down - with a tall cage a full level is needed really. If it's no taller than 46cm or so then deep substrate should help and move any hard toys under a shelf.
They also like a nice sized house to build a nest in to feel safe and secure. Another thing that can stress them out and make them unsettled in the cage is too much cleaning or moving things around.
Best to only spot clean occasionally at first and let them settle in.