Relax. Imagine how different everything is for your new dog. Like greytpups said, he may be picking up on some of your anxiety. Things never go as planned, and it's probably best for all of youif you can roll with the punches.
Iker (my dog) has started to pee on the bed, also. I'm taking him to the vet tomorrow and will let you know how it goes.
So...take a deep breath, relax, and enjoy your new dog, ok?