This isn't the best video as he is usually much clearer and says far more things but he knows every single recording device and avoids them, I usually can't hear the television he is so loud. Wedgie is also speaking a bit of Dutch, he is bi-lingual.
Yes he does, my full name is Francesca and a friend of my son is Isabella, he can say hundreds more things but he was on a bit of a loop. You will recognise quite a bit from Family Guy too if you have seen the programme, 'cool whip' 'in the kitchen Meg, in the kitchen' I am teaching him 'giggidy, giggidy' today, he loves learning to talk and sticks his head up my nose whilst I am teaching him, he says about 20 names and asks where they are. My partner lives in England so as soon as he hears the Skype or iChat noise he says "where's Marek?" and starts calling him so he knows who he is.
That's great, Family Guy is one of my favourite cartoons!
I also have a talking budgie, not quite as talented as your Wedgie. He says a few words in my language (Portuguese) and I also taught him to say "Durka dur" from South Park, it's a variation of their famous phrase "They took our jobs!".