That sounds pretty normal. If he's out and about for a while he should eventually settle down. Mine like to take off and run for a while before they chill out sit on the couch with me. Exercise. Same with my bearded dragon and my blue tongues. When I let them out (not ever at the same time!), all they want to do is explore and run around for a while, but eventually they'll come back and hang out on the couch with me.
Dodger is the only one that takes suicide jumps, though. He'll climb up to the tallest point he can reach, then jump off of it. I don't even know what goes through his little reptile brain, but I just make sure he can't get too high. I think I'll attach a parachute to his reptile harness next. The kind that comes with little plastic army men.