07-03-2016, 10:04 AM
Welcome back to the forums, Anastasia!
From your description, I wouldn't say your budgie is annoyed nor overly excited when you whistle.
From my observations and the close interactions with my budgies and other species of pet birds, I have come to the conclusion that this head shaking (very subtle and quick movement of the head going left and right) is something they do when happy and when showing enthusiasm over something.
The level of excitement in this action is more contained and not over the top.
As to your budgie's running around and hiding when you whistle, she may just be in a playful mood and wants you to join her in the playful activity.
Since you have a female budgie, you must be observant of her behaviour when it comes to her urge to hide as this can be related to brooding/nesting behaviour and this is something that should be discouraged even when your budgie is having out of cage time.
RIP sweet Tito (Summer 2008 - January 17th 2013).
You are missed and never will be forgotten.