It is inevitable for him to get freaked out. Happens with most frilleds when you first get them, they are one of the harder lizards to calm down. You will want to hold them regularly later on to get them adjusted to you, but for the first few weeks to a month, you just want them to feel safe in their environment. Do not try to interact until the frillie is eating normally. If you have not put newspaper on the sides, I recommend you do so, their eyesight is much better than youd think- they are able to see across the room, and just because they dont run and frill doesnt mean they arent afraid.