in regards to handling you new addition, it is highly recommended that you let the little guy settle into his new home before you get him out for cuddles, leave him about 2-3 weeks to get used to the new smells etc.
I'm with Daniel on this, i used a set of surgical clamps (severe overkill) when i started to feed my little lady as you might find that he will be a lot more willing to get closer to a smaller heat source than the one emitted by your hand.
There is no rules to follow with handling aside from hygiene. if you can locate some stuff called Reptiwash, its great. just let them do their own thing and you and your little fella will do really well.
Can i ask how old and big he is?