Ireneo may be correct. Stress due to a move to a new location can take it's toll on a rabbit and cause behavioral barbarism, such as nesting behaviour or just as an outlet for stress. You can house train your new rabbit and allow her to run around the house for exercise, which may help her to acclimate faster.
Other, non-behavioral causes could be mites and other skin disease. Best to have a vet perform a skin scraping for mites and ringworm check to make sure, also bring a stool sample for identification of GI parasites.
Check out the House Rabbit Society for good information about house training and many other issues at: http://www.rabbit.org/
Reminds me of nesting behavior. I had 2 females years ago - a large lop and a dwarf. The dwarf bunny decided the big lop was her baby and started to pull fur from her underside, made a nice little nest and wouldn't let anyone come near her "baby." That went on for a few weeks and then she settled down again.