Welcome to the forums and the ever exciting world of budgie ownership!
You have certainly come to the right place as you will find all you need to know on budgie care here.
The behaviour you have described is normal for a budgie who is in the process of settling in to their new home.
You can post a photo or two of your budgie, a frontal shot taken in natural lighting (no flash from camera) showing the whole beak/cere area for determining gender. As to age a photo showing the forehead area would be helpful.
About the mirror, depending in the cases, some budgies especially solo birds can develop an unhealthy attachment to them.
The reflection on the mirror can make them less prone to interact with us, this can lead to aggression problems as well.
In more extreme cases, the affection by the other budgie in the mirror can lead to the development of an obsessive behaviour where the budgie will regurgitate excessively onto the mirror and losing weight as a consequence.
This can also be followed by unwanted matings.
The decision to remove the mirror and any other mirrored toys is ultimately up to you. If you wish to develop a good, solid bond with Pablo, removing any mirrors from the cage will get the focus back to you and will make the connection and future interactions and training easier.
Best of luck with your budgie friend! And be sure to read the wealth of information found here at Talk Budgies through the articles and sticky threads.
You can start by checking the info at the Diet and Nutrition and the Taming and Bonding sections, if you haven't done so already.