It took a good month for mine to get comfortable enough to swim in the open water. I though he was just a hider, but now he cruises all over the tank when he's not chilling on a rock or my toadstool coral!
Also a funny thing about the clowns. I had the blenny for a month or so before I introduced two onyx clowns. The first day, the blenny would randomly dart at the pair, sometimes attacking from a couple feet away! After that first day no more attacks, but blenny would still shoot toward them occasionally and kind of hover for a bit, letting them know he's still got an eye on them! Now they're all cool, and pretty much couldn't care less about each other.