I have two, one in each tank. Both took a few days to come out..now they are the kings of the tank. Sometimes they nip at other fish, but I love them both.
Mine was very skittish at first anytime I was near the tank it would dart into it's cave. It now stares at me like a puppy dog and doesn't really get spooked unless I make sudden movements...give it some time or stand back from your tank and watch it pick away at the rocks and glass.
My favorite fish. Took about a week to come out. Mine was king of the tank, sitting propped up on top of the rocks. Added a Kole tang, and it is constantly harassing my Blenny, chasing him back into the rocks. Tang is on borrowed time.
He's out now, not 100% comfortable it seems but he will come out and perk up on the rocks next to the Flame Hawk, and isn't bothered by the Spotcinctus.