Hey Zeus!
Congrats on your blue!!! That is great he is calm pretty much. Remember, he is in a new home and naturally scared. At that size, he should calm down gradually within the next week. This is a generalization though and depends on each individual tegu. From that point on he should continue to become more content in his new home as he matures. Typically by 18" they tend to be at ease; again this is generalized.
I would advise letting him walk around and not force him to be held too muc hat this stage. Let him get familiar with you, your family and new home's scents and whereabouts. I have found blues to be the most curious tegus, so let him "research" his
curiousity. 
The best of luck!!! We'd love to see a pic too!!!
Greg