As everyone else said, he shouldn't have playtime or a wheel until he is over 6 months old because he needs to use that energy for growing, so freedom's out for now. Use this time to bond with him while he's in his cage and allow the trust to develop. Talking, reading and singing to him are all good ways to allow him to know you better. Keep a TV or music on at all times in the room that he's in. It'll keep him calmer. Once he's old enough, you can get him a playpen or let him out for playtime in a smaller room (bathroom is common). Both will "force" him to interact with you rather than this gigantic new space.
Once he understands that his cage is HIS space (probably a few weeks), you can sit with your arm in his cage, palm down and give him time to investigate you without fear of being grabbed. The goal is to build trust,
not handle your new little furkid. They don't trust movements that they don't understand and you're very new to him. He needs to watch you just as much as you need to watch him. It could take days, weeks or months for him to get to the point where he realizes that you're safe, but he'll get there as long as you're patient.
The whole world is new, smells strange, looks strange and there are gigantic hands trying to grab him. Getting him to "go home" on command will take a while. If my experience is any indication, it ranges from 10 months to 2 years. He's still a baby, so you're really going to need to give him some time and remember not to rush him. The only things you'll be able to teach him over the next few months are his name and "no". He'll learn his name if you repeat it before everything and use it as often as you can in "conversation" with him. When he gets it, praise him with "You're a good boy, X!" That will help him to understand both what you're praising him for and your voice inflections. Anytime he tries to jump out of the cage, put your hand directly in front of him and firmly say "NO". When he stops pushing, praise him. Consistency builds trust, and consequently understanding. Once he has those two down (again... months, not days or weeks), you can move on to others. I think "step up" and "step down" are the easiest actual commands to start with, but his actions may give you other ideas. You just need to wait for him to do
something and then you choose a word to associate with that behavior.
As long as you work with him and don't rush him, you'll have a trusting, happy chin. Just try not to get blinded by the cuteness. That's how they train you to let them get away with murder.
)
Good luck!
