My chinchilla is afraid of the outside world?

I got a chinchilla named wally. and his cage is right by a window. its the only place in my room that it fits because the cage is pretty large. and wally is afraid of the outside! i have to close my blinds on the window because if he catches a glimpse of outside he panics. is there any way to lessen his fear? its really dark in my room if the window is shut. suggestions?