Yes Albinos have sensitive eyes and skin. Don't use bright lights or any daylight, basking, or UVB bulbs. Only infrared.
Don't worry about him not eating yet. Probably still adjusting to the new surroundings. Keep offering food and be sure to dust with a reptile/amphibian multivitamin once a week and with a reptile/amphibian calcium powder with Vitamin D3 every other feeding to every 2 feedings. Offer food daily. They are nocturnal so you should offer food at night. Remove any uneaten crickets the following morning.
Keep day time temps at 80° to 82° like Heather said and night time temps 76° to 79°.