Outside of the cage? If it is the first week, I would avoid letting him out at all. In fact, these animals really shouldn't be let to roam around the house, but people have different opinions about these matters.

It has only been four days, I wouldn't worry, if it ends up being a week or two, it could be something more than stress. Since you bought it from petco (Doh!), there is a very, very good chance he/she has parasites. Parasites feed of their host, so the animal receives no nutrition from the food it eats. They can also cause a lack of appetite. I also bought my water dragon at Petco 6 years ago, he had parasites, and was not eating much during the first month. The parasites are easy to get rid of, but I would take him to a vet to determine exactly what is going on.

Just leave him alone, maybe cover the enclosure, and he might relax a bit.

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