You have a new member of your family. As above, Your budgie is fearful and wants to be free. Try adding toys like the Kabob and millet spray any type of toy or forage food that keeps the beak busy. Make sure the cage is as big as you can afford as this sounds like cage may be small. Put on background noise -music -TV-budgie sounds from you tube. Spend time nearby talking or singing to him. It takes several weeks for many budgies to relax. Can you put a light cover over the top and sides to reduce any possible fear of an unknown predator nearby. Be sure you have a cuttle bone, brown mineral salt wheel, Manu rose to give him choices of what to chew. Our budgies like corn on the cob and will eat the cob to threads. Using the beak is integral to budgie behavior and a scared budgie may respond by trying to bite.
My Husband brought a hen to me from the big aviary she had a bit of discharge from the vent . So I trimmed the vent feathers and she got a bath. Then I wrapped her in a double layer of paper towel and rubbed her head a while as I waited for her to dry a little. Well, the first thing she did was try to bite so I rearranged her blanket so it was high enough to chew the paper towel and bingo my fingers became far less interesting than chewing the paper towel she calmed down and chewed for a while as I rubbed her head and she was almost asleep by the time she was dry enough to put in an observation cage. She will stay in for a couple of days and be given electrolyte and probiotics As a boost to her immune system . I suggest that you add some electrolyte and probiotics to your birds water as going to a new home is very stressful and can cause loose droppings from the stress.
Are you feeding the food the bird got at its former home? Start by feeding what your bird is familiar with then read the area on diet and nutrition and see lindseys cutelittlebirdies for hints on preparation. Most budgies get a seed only diet which falls short of good nutrition. the transition can be frustrating, but will help keep your budgie in good health for many years
Budgies need fresh veggies, some fruits, basic seeds like canary millets and oat groate with treats of the fancy finch type with lot of oils in the seeds,
Pellets and or a good vitamin like Soluvite D will help pick up any nutrition short falls in the diet. Roudybush , Zupreem, Harrisons, nutriberries all have good nutrition Purchase the canary size pellets as the budgies usually prefer the smaller seeds/pellets Egg food is a great source of nutrition. Prepare at home or purchase Quiko or similar at the pet store or on line..
Read to him from the various sections here on TB so he becomes used to your calm voice. He will calm down when he realizes you are not out to eat him. Good nutrition will reduce nervous reactions as well B vits in electrolyte .
is a good source for this. Blessings, Jo Ann