HELP!!!!! Can someone help rescue my hamster?

I just got him about 2.5 days ago and i think he is going through some heartaches. He has setteled in it appears but he doesnt seem to want to anything but mope in his beloved corner!! I hold him at night and he plays with me..well runs around(not in a ball because he thinks hes trapped in a sphere and doesnt think to move his tiny legs). When I return him to his cage he mopes back to his corner and apparently..weeps..? Tell me why he is so seriously ill!! love? insecurity?? HELP!@!@!!