If you just got her today, my hypothesis is that she is having allergy-like reactions to the "new-ness" of her environment. A lot of rodents go through this the first week or so they are in a new home.
One question: what kind of bedding do you use? Aspen is traditionally the safest, and cedar and other scented varieties should be avoided, due to those smells being harmful for rodents' respiratory systems. So that could be another problem.
In terms of mildness and comfort, I know off the top of my head that Carefresh is a good brand. It is almost more of a shredded paper than wood shavings.
Another possibility is that your rat has basic allergies. But either way you should, at this point, be looking for discharge or a worsening of symptoms, as these things may signify a respiratory infection or another type problem that needs vetrinary attention.
But my bet is that he/she (?) is getting used to the new home! Good luck!
And do you have any pics? hehe