Well, hopefully, you put him in quarantine as soon as you brought him home, so your flock wouldn't catch any nasty germs from him.
If you didn't, I would suggest putting him in isolation immediately to keep an eye on him. With chickens, his change could be caused by a number of things.
If he's not sick, he could just be trying to find his place in the flock. Chickens get stressed easily. Give him a while to get settled. Our alpha hen can kick our roo's butt, if she is in the mood. Some electrolytes in his water will help.
Meanwhile, if possible, contact the place you got the bird from and see if they can provide a health history for your roo. Then start a flock journal to record any changes in behavior for all your birds.
This is a good article from the University of Arkansas about determining the health of your flock.
http://www.uaex.edu/Other_Areas/publications/PDF/FSA-8002.pdf
This article from Ohio State University Extension Office tells you how to do a physical exam on your chicken.
http://ohioline.osu.edu/vme-fact/0020.html
And keep us posted, please. Good luck!
