Beka is right – Buns don’t usually thump for attention…..BUT Coco did. I rescued her from a similar sounding situation ( basement where she was in the back, no light, no one around) and when she first came upstairs, she would thump if I stopped petting her and she wanted more.
Buns are really social creatures and he is probably in a bit of adjustment shock.
Coco no longer thumps like that – but she is now free range 24/7. and can now demand rubs from me whenever she feels like it.
You may want to try covering the cage with a towel to help darken the cage and filter any noise. Any noise he hears must sound like a potential predator coming to eat him ( and all of you). His thumps may well be is way of trying to warn his new warren (All of you) that he hears something of possible danger.
Also, you will find that Buns are Slower to Warm than other pets you may have had. I know I was a bit taken aback by how long it felt like it took Coco to warm up to me ( as compared to say, the Cat who walked in our back door and never left). While their devotion will be great, it also means that they are Smart (super smart) and need lots of time and patience for correction of behaviors.
In fact, they remind me of groups of 4 year olds I used to teach. Smart and Feisty.
I have learned everything I know about rabbits from this site – you will find such fabulous information here. Welcome