It is normal for new citrus leaves to start out pale. They don't become full members of the photosynthesis society for 2-4 months. They start out a pale yellowish-green with a very limp, wimpy feel to them, and gradually stiffen and darken over time as they mature. However, the color should be solid over the whole leaf. Check to be sure that this is true. If you have any mottling, or the veins are a different color than the rest of the leaf, you may have a nutrient deficiency. Depending on what nutrient, and how big the young leaves are, you may be able to cure a deficiency fast by spraying the appropriate nutrient onto the leaves. Until a leaf is about 3/4ths full size, it can absorb a lot from a foliar spray (older leaves can also benefit from foliar sprays but they don't slurp it up quite like young leaves). Curling could be any number of things. Excess heat can make leaves curl. If the leaves are very young and they are curled up lengthwise like tubes, I wouldn't worry. As they get bigger/stiffer and (hopefully) the heat lets up, they will straighten out. You might be able to help by giving the tree a little shade during the hottest part of the day. If they are curled unevenly, as though some parts of the leaf are stuck to other parts, that's probably damage to the leaf. A very very young tender leaf that you can barely see can get sucked by a bug and then it will grow up with funny curling. The bug that does this can be extremely tiny. You may need a jewelers loupe to see them, depending on the kind. Can you post a picture, maybe?

A suggestion would be to check for bugs...especially Scale? I've had this happen on my container mangoes and sprayed it with Neem/murphy oil soap concoction. Make sure you spray it in the shade so you don't burn the leaves and leave it there overnight till its completely dry before returning back in direct sun. Carefully check the bottom of the roots and see how wet they are...or stick a thin wood dowel all the way down and remove it to see how wet the stick is? That should let you know if you're over watering it or not. Good luck!

If it took a week or two to get to you...it became unacclimated to full sun. I've seen that before. Better to plant it where you want,pot it and place where you want it,if its being kept potted...and put some cloth cover over it.

Citrus leaf miner