Scared guinea pig, what should I do?

She is acting just like a normal guinea pig would. They are very cautious animals, being prey animals and take time getting used to new surroundings and such. Give her a couple of days and she should be okay. Leave her in a quite, dark room with food and water and she should be alright within a day or two. Let her stay in her igloo (it creates a sense of safety for her which will make her feel more comfortable). Once she is in her cage however, she will settle down as it is a similar scent for her.