Bertram is so adorable.
He's a bit shaken up, but if you respect that, you can get back on track. For the first couple of weeks, he's going to be wondering what's going on. But as time goes on, he'll get used to his environment and his personality will start to shine.
First thing you want to do is make him feel safe. So consider covering his cage on three sides. It'll give him a place to hide.
Next, just spend the next week or two, kicking back quietly next to his cage. Talking to him softly. Grab a book and read -- even aloud to him. Get him used to your presence.
Bring him millet when you visit him: just a little piece or two so he starts associating you with positive things. After about a week or so, you can start really getting him used to your hand by resting it near or in his cage when you chill out with him.
After another week or so of that (watch your budgie's reactions to know when he's comfortable!), you can start moving to bonding and training. (I'd totally suggest looking into clicker training!)
Deborah has a bunch of good suggestions written up somewhere but I naturally can't seem to find them right now.
In any case, you're okay.
Let him take the time he needs to adjust to his new home. If you can let him do that, it'll make everything a lot easier down the road.