Yeah, when I first got mine it would be in the strike stance and shake the tip of his tail really fast... But NEVER struck at me! What I would do when it did that was, I'd get something long to pick it up and then put it in my hand. I did that a couple times and he stopped with all the bluffs...
We have one for our leopard geckos. :) Was kind of a pain at first to get it on the first time, and Wally didn't really like it at first... but after she got used to it, it was a piece of cake! Now she can walk around the house on her harness, and if she gets underneath the couch or something...