How long ago did you get it? They won't necessarily eat immediately. They usually have to settle in for a couple of days.
I always fed mine carnivore pellets. For very small sunfish you can crush them up.
If he won't do prepared foods, I'd try small bugs, itty bitty snails, bloodworms, mosquito larva, baby earth worms, baby ghost shrimp, or pretty much anything else like that.