They almost always do that at first. It's because they are uncomfortable and unfamiliar. They lay down webbing when they eat and then are more comfy, so it shouldn't last long.
Of course, tarantulas will sometimes climb up walls for any of the following reasons:
1. The substrate is moist and they don't like wet feet
2. The substrate isn't very cohesive and so it sticks to them or the just don't like the feel of it.
3. They don't like the taste of the substrate (they taste with their feet). This is often a problem with substrate that has molded, even after it has later been dried out. It can also be a problem if the substrate was previously used by a different T.
If none of those is the case, then it's probably a temporary thing while the T settles in. And of course, some T's just climb the walls a lot. My B boehmei is almost always on the walls and nothing I have tried has changed that.
Thanks for the feedback.
Another question; Since I got my G. Pulchripes on Sunday, it's eaten 4 large crickets, and 4 superworms! Do they usually eat this much? Should I keep feeding until it stops eating? I've never had a T eat this much!