My Baby Iguana gets scared and sometimes try's to run away. What's wrong?

He's a Baby iggy... i feed him veggies and little fruit, Such as, Carrots, Lettuce, Apples, Peas, Green-beans,Corn [RARELY] and that's about it. he has about a 40 Gallon tank.. Pretty big. It has a branch that i can adjust to different places... i have a UV light. i have 2 lights... one for heat... and the other one so they can have all that vitamin stuff not sure quite but what ever. And i have a bowl of water so he can drink and bath in once and a while... Is he running away [Sometimes] Because he's a baby? i just got him about 1 week ago... Please Help!