He's just checking it all out
Because it's different. He will probably inspect every single bit of that wheel
Pickle took ages to get used to running in a wheel - he just used to sit in it with it swinging a bit - I think he liked that. Within a few days he'll probably be thundering in it. Sometimes if they're not sure what to do with it you can put a treat in the wheel each night so they go there to get the treat and start running in it.
He'll probably do it more at night when you're asleep.