Lots of good suggestions, but, besides being lonely...and I have never had a puppy separated from a litter that wasn't lonely for a short while, maybe he's chilly? Maybe a hot water bottle to snuggle up to in a nice fuzzy fleece blankie? And maybe some PJ's?

He could also be hungry, so maybe a bit of kibble, too. He is, after all, only a little baby...
Congratulations!!!