since you just got him, i would give him about a week to settle in before handling him. He will be much more well-adjusted for it
Additionally, you may want to do some additional research on feeding; there are lots of threads on this forum that talk about it. As a ball python, he will eventually need to be on small rats; so you may wish to start feeding him rat pups or appropriately sized young rats... and this does bring the live vs. F/T debate into play. Rats can tend to be a little more 'vicious' than mice, so you may want to consider feeding frozen/thawed, it tends to be cheaper, you can buy in bulk and store them, and you never have to worry about a frozen rat injuring your snake.
There is nothing inherently bad about feeding live, but it is your responsibility as an owner to be much more vigilant during feeding time, and ready to intervene just in case.
Some ball pythns just never seem to take to frozen food, so this may be a moot point, but just my .02 cents

Congrats on the new addition!