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Flying out of the wheel isn't unusual, often they will stop doing it as they get the hang of things & learn how to brake properly! It is more of a problem with saucers & open wheels though, if you're concerned then you might want to think about getting an enclosed wheel like the wodent wheel or silent runner.
They are normally most active around dawn & dusk so will sleep for some time during the night, if he's still new he'll be settling in & his activity patterns may change with time.
Your tank looks like a good size, still quite a lot of open space so I would try to put more in it when you can, deeper substrate would be really good so he can dig & burrow which they love to do, do you have a sand bath in there, it's hard to see but a sand bath with chinchilla sand not dust is important to keep their fur & skin in good condition as well as being a lot of fun for them.
Things like cork tubes & tunnels (best to freeze these for a week before using), bendy bridges, an egg box with a hole cut out in each end or other small cardboard boxes or tubes work well for them.