Congratulations on your new arrival.
Jerry was probably scared due to the moving from the pet shop to his new home and was probably confused as to whether you were food or not
My hamsters have the Space Pod ball, but if they grew any larger, I would purchase a larger ball such as Fiz did.
Also, hamster litter is not a necessary requirement for your hammy, so if he doesn't like it, don't worry
They will be happy with their bedding and woodshavings.
Once again congratulations, hope to see some pictures soon!