Hamster Taming? Please Help?

Most likely he is just scared. He hasn't began to trust you yet, you must earn his trust and get him to be comfortable around you. To do this first of all you should give him a day to himself in the cage to get used to it. Don't pick him up, just let him get used to his new surroundings. Then place your hand in the cage with a little food in it (sunflower seeds work great) and let him take food from your hand, he might nibble at your finger a little, but that usually doesn't hurt. If he does, pull your hand away slowly, but don't jump! Then once he gets more used to eating from your hand then pick him up. Be sure not to squeeze, just let him walk around on your hands and arms. Just in case he bites, I recommend holding him while sitting so you don't drop or throw him. Eventually he should gain your trust. As for him not sleeping in his igloo, that is perfectly normal, my hamster never slept in the house I bought her, she always made her own nest. Since it seems like he likes to make his own bed, give him lots of toilet paper tubes. And the diarrhea is probably because you are giving him a different food than what the pet store gave him, he'll get used to it eventually. Hope that helps!!