Firstly, take a deep breath. I know how worrying it can be when you first bring home your bird, but usually everything is fine. If your bird was at the bottom of the cage fluffed up instead of on a perch, I would tell you to be more worried. Otherwise everything you have said sounds very normal for a new budgie that is getting settled in. Rocky is likely very scared and will be more active when he feels safer. You can play music, talk to him, read to him and sit by his cage. All these things will help him get used to you and relax. Playing music especially is helpful because budgies worry when it is quiet. In the wild, that usually means that danger is near.
Despite what I said about things sounding normal (even the pasted vent could be the result of stress), it is a good idea to take your bird to the vet early on. This helps you establish a relationship with a vet and give the vet a baseline for your bird. You can also get it tested for a common illness. It is important to take your bird to an avian vet, not one that just sees birds.
Best of luck with Rocky!
Goldenwing (and Lemon Drop)