Mine pissed over everything when I first got him! He cocked his leg whenever he was unsure or nervous which was a lot for the first few days. I got plastic sheeting and put it over everything in the sitting room, which was where we kept him for the first few days. We slept with him there, too. He was absolutely mad for the walks (he still is, at nine years old now), so we walked him a lot. My step count was immense in the first weeks we got him.
He wasn't the brightest tool in the box so it took a few weeks to manage stairs, mirrors (he kept barking at his reflection), and he was a proper food thief so we had to move everything that smelt anything like food really high up because he could get up into the higher shelves in the kitchen. We had to have his stomach pumped a couple of times in the first month or so as he got a box of flapjacks from a high shelf and managed to open the tupperware and scoff the lot, and he ate a whole avocado, including the stone I thought, but I later found it in the sofa. Oh and he ate an entire 48 box of felix cat food sachets, including the foil. That was grim.
After that he was a dream. You will need to perservere.
We have two, they follow me everywhere and yes they sleep in the bedroom too.
My other two greyhounds were girls and they picked things up a lot quicker. They still had their own quirks, though.
Good luck! I love the early adoption days when you see them figure things out for the first time. Watch their first nature program on tv, realise they're allowed on the sofa :)