Hi there and
to Talk Budgies!
It's great to have you here with us; you couldn't have come to a better place to learn even more about these beautiful birds!
I'm so glad you were able to rescue Coconut and give him a safe and loving home!
Have you taken him to the avian vet since you've adopted him? That might be good to do just because he spent a lot of time outside and it's worth making sure he's okay, especially since he's missing some toes, etc.
I agree that you should remove his mirror right away. Budgies can't recognise themselves in a reflection and think it's another bird, so he will go crazy trying to be friends with "the other bird" in the mirror. Eventually, he could develop serious social issues as well as aggression from spending so much time in front of the mirror.
Therm has also given great advice concerning taming and bonding. Starting at the beginning is a great idea--don't try to make him "step up" on your finger yet because he doesn't trust you enough to do so. Just interacting with him by singing, sitting by his cage and talking or reading to him, or even just being near him for long periods of time or in the room when you let him out to fly around are all good for expanding your trust with him. After he's comfortable with this, put your hand in the cage without moving it until he seems unfazed, them move it a bit closer, then a bit closer, etc. You should only move on to the next step when he's totally comfortable with your presence. It will take time, especially since Cocount's background was most likely not a great situation, but soon he will learn that you can be trusted.
Additionally, be sure to look through the forum's many Budgie Articles and "stickies" (threads "stuck" to the top of each subform for easy reference) to stay up to date on all the best practices for caring for budgies. If you have any questions after reading through anything, be sure to ask as we'd love to help!
We hope to meet little Coconut soon!