Congratulations! It hasn't been too long since I hatched my first one, so I know how exciting that can be!
We live in a very hot, humid climate so I take my chicks out once they are up on their feet and walking around well. When I take them out, I immediately put them under a light in the brooder, though. I've never waited until the entire hatch was through. I just open the incubator up quickly, take the chick out, and close it back up. I've had no problems with doing this.
If he is the only one for a while, you can put him in the brooder with a stuffed animal or rolled up towel or washcloth. We have a small stuffed animal that we have used for this purpose several times and it always seems to calm the chick down to have something soft and fuzzy to lay with.