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 information on the several articles and sticky threads at the top of each section of the forums will be extremely useful and of benefit to you and Neon.
It's perfectly normal for a recently acquired bird to not show immediate interest towards the toys, once the bird is perfectly settled and starts to explore the cage more, he/she can have a go at playing with a toy.
Then there are also some budgies that in fact don't even know what toys are for because they have never seen toys before nor have they played with them during the formative stages of development (this should be part of the normal socialization when raising chicks).
The fact that Neon is chirping and being active (by moving between perches) is a good sign and shouldn't be cause for concern.
The key to improving a budgie's diet and getting a budgie to try out fresh foods is by being persistent and trying out different ways to present the food and see which one sparks your budgie's curiosity the most.
Some budgies like finely chopped up veggies served on a bowl while other prefer them whole and attached onto the cage's bars.
You will find all the detailed information by checking the stickies at the Diet and Nutrition section of Talk Budgies. There you will also find tips to get Neon to eat pellets.
We can help you out in identifying Neon's gender if you post a photo or two in natural lighting (no flash from camera), a front shot showing the whole beak/cere area. If there is no colour on the cere, meaning it's more white in colour, then you most likely have a young female there.
Still a photo will be needed to confirm it.