If this behavior was not seen when he was with the breeder than I would assume it is nerves, how old is he? Is he on the same diet as he was when at the breeders? Has he been exposed to anything toxic at your house such as non stick cooking pans, smoke or anything that might upset the respiratory tract? Do you have other animals or children that might be disturbing him? I would cover his cage on 3 sides so he feels more secure and don't try to interact too much with him right now. Do the droppings look normal?