At first, try not to handle your mouse much.  Let it get used to your scent and its new home.  Try not to make sudden movements when you put your hand in the cage.  Move slowly and gently.  It might help to hold a scrap of food in your hand.  Let the mouse come to you.  After about a week, you should start getting it used to being handled.  NEVER squeeze your mouse, or grab it by the tail or neck.

Pick up the mouse like this.  Use your thumb and first finger to pick up the mouse by the base of the tail.  Quickly put it on your other hand.  Hold it cupped in your hands. Pet it and stroke it as much as possible.