Echeveria "Blue Sky"

I received this over shipping about 2 months ago. A few leaves fell off initially after unwrapping. It's in a good cactus soil. We water it thoroughly when it gets dry (not on the plant but around it). We thought it needed sun because it is drooping, but the leaves are just getting burnt. Right now it's in the shade on our deck. We repotted the plant about half a month after getting it.

What do I do? What am I doing wrong? Help please!

P.S. I am trying to leave some of the leaves that fell off on the soil to re-root.