In the beginning its going to be a challenge for both you and your pet to get accustomed to each other. Be patient with him, this is a new environment for him he is going to be confused and apprehensive. It can take several weeks for a shelter dog to adjust and feel secure and be able to relax.
Give him time and be reassuring towards him. Try not to show him off in the first couple of weeks. Get him around the family, allow him to get used to everyone before you introduce him to strangers.
Teach your children to be gentle and quiet around him, especially if he is a puppy. Be sure to always watch over them when they are around and playing with your new pet.