Welcome to the forums and the ever exciting world of budgie ownership!
You came to the right place as you will find all you need to know on budgie care here.
Since you are new to budgies and pet birds in general, I suggest you start by reading the info at the Diet and Nutrition as well as the Training and Bonding sections of the forums for all the valuable info.
To answer your question, it's never too late to tame a budgie.
It is easier to work with them when they are young and your budgie at 4 - 5 months old is still fairly young, so you shouldn't have a problem in forming a bond over time. Another thing to consider is the budgie's personality, budgies who are more shy are more difficult to tame when compared to budgies who show more confidence and are more outgoing.
Take some time to get to know your budgie and try not to rush through things for the first couple of weeks when it comes to training.
This is a learning process for both you and your budgie, so it's best to start with baby steps, read your budgie's body language and when you see she is receptive to you by coming closer to you while in the cage and showing curiosity, then you can begin by slowly putting your hand in the cage and teaching the step up command.
Best of luck with your budgie and feel free to post some pics of her when you have the time.