Congrats on your new addition!
I would try to figure out why he's nipping. Is he annoyed, trying to get your attention, or maybe just trying to invent what to him might be a fun game? I had a bunny once who would nip me lightly when I ignored him and he wanted attention.
It sounds like he's settling well into his new home, but remember that all this is still new to him, and getting a new home is a huge change. Watch him for any signs of stress.
Is he nipping mostly when he's handled? It may be his way of telling you to put him down. Most rabbits actually don't enjoy being picked up off the ground. They are a prey species, so in the wild the only time really that their feet would be off the ground like that would be if they where in the mouth of a predator.
If he's nipping randomly and it doesn't seem related to any one cause, such as when he's handled or petted, it may just be his way of getting your attention or exploring his environment. You could try gently discouraging him from nipping. Tell him 'no' and redirect his attention somewhere else. Maybe give him a toy to play with instead every time he starts getting nippy. My bunny that I mentioned never did outgrow his nipping. That's probably not what you'd want to hear, but I learned how to avoid his nips for the most part by watching his body language. Like I mentioned, mine nipped when he wanted attention, so if I made sure to give him plenty of attention during play time he didn't have any reason to nip me anymore.
Neutering is highly advisable. There is a huge benefit, even if your bunny never sees a female rabbit in his life. Neutering makes rabbits much better pets. When he gets older, and his hormones develop, if he's not neutered he could start to display behaviors such as excessive mounting/humping and spraying urine. Neutering usually calms aggression, especially cage aggression. Just in general, neutering seems to make them much better pets, and it eliminates the frustration of them wanting to breed all the time. Neutering also makes them much easier to litter box train.
What types of games they like depend on the individual rabbit. Since you just got him, you'll probably need to get to know him to know what he likes. Try different types of toys and see what he likes best. You can try toys he can toss around, things like box forts, toys he can chew, etc. Whether he likes interaction or not will depend on him, but I'd let him decide that for himself. Don't force yourself on him, but if he comes to you for attention then by all means give it to him.
I usually recommend at least a couple of hours a day of out of cage playtime. If you are worried about overwhelming him, just leave his cage door open and let him decide for himself when and if he wants to come out.
If you haven't already, check out the House Rabbit Society
. It's a good starting point for researching about house bunnies.
I'm looking forward to seeing pictures of your new addition. Did you name him yet?