Marrow's New Home

Marrow, my new little hedgehog friend, just came into my life 4 days ago. He is 2 months old. It seems that he is sleeping the majority of the day. I know that baby hedgehogs sleep a lot of the day (just like a human baby) but I am kind of confused. The first day I had him here, he was running around his cage and being very curious and being super cute. Now, he just seems to want to sleep all day. I was wondering if this is normal? Anyone? I kind of want to put a mealworm outside to get him to come out and play, but I read that you should wait a little bit to introduce treats (after you bring him/her home) to them to make sure they are accepting the diet. Any suggestions? Thanks!