It depends on his personality. If he's a noisy one- Squeakers. If he's a bit on the attention wanting side- Mickey. You could always go for nostalgia too and call him Yoshi (like in teenage mutant ninja turtles). But ultimately the decision is up to you. Just make sure he responds to it.
The first name that comes to mind is Speedy Gonzales. Also choose a name that matches his personality and actions. Also consider his coloring and size when choosing a name.
First off, good choice :) I had a pet rat a few years back and named him scratchy because he had longer claws. You should give him a name that matches his personality.. Fuzzy, Whitey, Johnny, Whatever comes to mind.