It would be best to give your budgie a few weeks for her get familiar with the room she is in. You can also take this time to bird proof the room (making it safer for her) if you haven't done so already.
To make the experience less stressful when you decide to let her out of the cage, it would also be best to work on having the foundations of trust established and ideally to have her step up to your finger or a perch in order to facilitate the process of taking her out and getting her back in.
RIP sweet Tito (Summer 2008 - January 17th 2013).
You are missed and never will be forgotten.