When I first got mine, they behaved the same way too. It's advisable to get at least 3 or more. Try to shorten the time you keep your lights on to get them acclimatise to the new environment. The next thing is to try getting them to eat as it's quite a known fact that they are very fussy eaters. Lucky for me, I've a bunch of greedy fellas that eat watever I throw in.
Hope this helps!