It's not all true that if they walk around they are unhappy! If you just got it a week ago it will walk around to explore the enclosure...
About the feeding, you should wait to feed it for about a week when you get it, so it can settle in in the new enclosure... And scorpions can go for weeks without eating..
And too thin or too fat is both not a good thing... But how big it should be depends on the species so please post pics...
Posting pictures: press "host an image"