Last night i got Sandstorm a new cage and she's been glass surfing all morning. I put her old cave and food bowls in her cage, and she knows where everything is. I'm not sure if she's just bored, or if she might be stressed. Is this something i should worry about? She also flinched and closed her eyes when i pet her on her head
Bearded Dragons are generally creatures of habit, and are known to become stressed when they are placed in an environment that is unfamiliar to them. I am guessing that this is the case with your dragon, and so I would not be overly concerned just yet. Watch them for a week or two to see if this behavior continues. If it doesn't stop, then I would double check to make sure that your lighting/humidity are correct, and make sure that there is nothing inside or around your tank that could be stressing out your dragon.
If all else fails, and you are really concerned, then you can always take your beardie to the vet.