New Chin

I work at a pet store. And when this chinchilla arrived I fell in love with him. He was so friendly, would let anyone pet him, and was always scratching at the glass when you walked by because he wanted pets. I would put my hands in the cage and he would jump in and run up my arm and perch on my shoulder. Him and I became buds and I didn't want anyone else to have him so I brought him home. He has a huge cage with lots of chew toys and hay and food and water and places to hide. When I got him home and before I got him out of the little box he started making this crazy cry/screaming sound and so I got him out and put him in the cage. He spent the whole first night in the corner periodically making that same sound and would only stop if i sang to him. I was gone all day the next day and could tell that he had been out exploring, but as soon as I came in the room he went right back in that corner. The second night he didn't scream as much, but did close to 5 am. He has finally let me pet him but he still seems so scared. He doesn't even seem like the same chinchilla I played with at the store every day. I'm getting sad because he seems sad and I just want to make him happy. Any thoughts ?