Hiding in the susbtrate is perfectly common, and they often prefer it to the ready-made hides, as they feel more enclosed when buried in the substrate (snake are agoraphobic, especially hatchlings).
First off, if you only got your snake yesterday you shouldn't try and feed it the day after. You should give your snake at least 3 days to settle in. Think about it logically mate. Take the pinky out, and give your snake a few more days. Then, when he/she has settled in, take him/her out and place her in a plain box/tupperware. This prevents ingestion of substrate, wakes your snake up (because when they're buried in the substrate they very rarely notice) and also prevents association of hand = food.
Temperature fluctuation also causes snakes to go off their food. Do you use a thermostat to regulate the mat? If not, I'd HIGHLY recommend getting one, some mats can reach 110F and higher when unregulated. Warm side temps should be 80 - 85F and cool side should be 70 - 75.
Thaw the pinkie out, warm it in some warm water, and then dangle it with a pair of tongs. This stimulates a feeding response.
I hope that helps
David