Baby biting hard?

I've never had a baby chin before, so I'm not sure what to expect. The other day I drove to Alabama to pick up my 9 week old beige mAle. He is tiny and precious and his name is Peanut (or Winston!). I held him the entire drive home, he was very calm and mostly slept (he is a baby after all). When he got home, I had him in a smaller cage because I was still setting up his big cage. That night he was climbing up the bars trying to pry them open with his teeth. I tried to pet his belly,, and he managed to find my finger and bite it- pretty darn hard. Since then he has been moved to his big cage, he is running his wheel Nonstop at night, and if I put my fingers in the cage, he bites hard. When I go to grab him he seems fine. Is this a normal baby chin thing? Does he need to be taught not to bite so hard? And is the climbing up the walls trying to escape normal? My baby is so different from my adult!