Your tarantula will be fine. They can go months without eating. They have very slow metabolisms. Most likely your tarantula is confused by the sudden change in its surroundings. It was used to the temperature, humidity, and substrate at the pet store (or where ever it was last) and you just changed all that. Give it at least a week to settle in to its new surroundings before you attempt feeding.

Also, Cobalt blues are obligate burrowers. They will usually not take to an artificial burrow (like a cave) and prefer to burrow down into the substrate. Did you provide adequate depth for it to burrow (at least 4 inches, preferrably more). Is the substrate good for burrowing ans is it packed in enough to hold its shape, once burrowed into? Coconut coir or peat moss ar probably the 2 best options for substrate. It should be packed in pretty tight while slighly damp. Loose substrate will just collapse when burrowed into.
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KJ Vezino
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Missouri Tarantula Enthusiasts Group

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