Older hedgies, especially ones that may not have been cared for great in their previous homes, can definitely be a little more huffy sometimes. Just give him a chance! It may take him a few weeks or a few months to calm down and get used to things. Just be patient and continue to take him out every night for some bonding time. He may still be pretty huffy in his cage - some hedgehogs can be territorial about their cages - but hopefully he'll calm down for you soon.