both things i was going to say. also, mine wandered a little before acclimating. actually, i think he was one of the ones that took the longest to acclimate, now that i'm thinking about it.You will also need more substrate then a few inches.
It is also probably wandering around and climbing because it is getting used to it's new home.
Use a cup. Deli cup, kitchen cup... and then use a paintbrush/straw to coax him into it. Add the substrate, then coax him out of the cup and back into the enclosure.Thanks for the help. I was wondering how to get him off the wall so that I can get him out and add the substrate