Welcome to the forums and congratulations on your new budgies!
You have certainly come to the right place as you will find all you need to know on budgie care here.
I agree that the behaviour you have described is perfectly normal and present not just in budgies, but also in other species of pet birds.
Depending on personality, some birds are more curious and outgoing while others are more shy and nervous. The shy ones will naturally lean more on their braver mates who will offer them the needed support.
From the second photo you posted, which was taken in better lighting it really seems that you have two budgie girls there (cere on green budgie is quite white in colour).
Best of luck with your new feathery friends!