Congrats on your new bird! I agree with everyone, everything seems normal. Just give him time. Since he's grown up surrounded by birds, I would talk to him, play music when you aren't in the room for him, etc, so he can feel more integrated into his new "flock".
This might help him settle down a little faster
Good luck, and don't feel frustrated during taming! It's a long process that can take a LOT of patience