Hi, can you post some photo of his setup? Does he have a cage or his own little place to feel safe?
When you bring a new rabbit home it is best if you have a cage or a small area covered with a blanket or something so he can feel safe there and leave him covered for 24-48 hours in there with his hay, food, water and toilet, do not disturb just let him be, just come say twice a day to give some hay/food/water and say hello, try not to be invasive, well it depends on a rabbit, if he wants you to pet him you can do that but don't be invasive.
After a day or two you can uncover his cage and spend some time sitting or laying next to him with the door open or closed, depending if he is feeling safer with the door closed it's fine. Don't talk to him too much don't try to take him out, just sit or lay on the floor next to the cage and do something like read a book or play music don't look at him, let him study you so he can see you're not a predator just also living there and not trying to approach him.
After a couple days, maybe a week or so he will feel more comfortable in his small place you can keep his door open for a couple hours a day so he can come out and explore, again, don't try to take him out just sit there next to him and do something on your own, let him study you and when he feels safe he will approach you.
As others said, you can have something to give him when he's coming to you so he will know that he gets something when he comes to you, I don't use food only words and pets, but you will see what works best for you building relationship with your rabbit.
From what you said I think you just expected him to be playful and brave from day one and he doesn't have his own place to hide and maybe you are trying to approach him too much he's hiding because it's a new place for him and you are trying to get him he doesn't know why.
Just start from giving him a small place so he can use it as his home base and he knows it is safe and no one will take him out of there. Then after some time you can attach a playpen to it and after a few weeks you want him to be a free run in your room maybe, but you also have to rabbit proof your room to make it safe for him, hide all cables and things that could be potentially dangerous for him. Do some research on rabbit proofing your home.
Good luck and keep us updated