it's normal for most animals to feel stressed when they move to a new habitat. this can last up to about a week. when they're acclimated, they'll start their routines again. things that might help to ease the transition are finding out what temps, light cycles, diet etc. your BD had before you brought it home, and then slowly transitioning out of them if you want to. you can also try to temp your dragon with a variety of foods... particular favorites include apples, peaches, grapes, strawberries, mangos... etc. a wide variety (other than lettuce and crix, even though you may add supplements to them) not only provides a better source of nutrients, but keeps things lively!
another effect of stress is that it can temporarily weaken your BD's immune system, making it more prone to disease. things like coccidia are always around, but can flare up in this sort of situation. if you think that this could be the case, you'll want to have a fecal exam done as soon as possible. in any case, it's always a good idea to visit the vet when you have a new animal.
good luck with the new dragon, and please post again if you're still having problems.
-ming