Oh how I remember our first night with Zeus. I was so nervous. I think he took a little time to potty too. No worries just make sure he is eating and drinking. He is going to cry when you put him in the pen. You just have to make sure he has gone to the bathroom where you want him too and then let him cry it out. It is going to be hard but he will learn. Hang in there.
Congratulations on your new addition to your family!