What is wrong with my budgie?

I just got a budgie a day ago and I feel really bad for him. He just sits on the perches and he wont play with the toys and he doesnt eat except for the millet. not even the cuttlebone. I did see him drink. I have some music on for him and he perked up when i did that. what can i do for him? keep in mind that he is brand new. is this normal for a new bird? again, what can i do to make him eat or shall i say promt him to eat. thanks!!