The number one thing you need to realize is that you need to take it at his pace. Once he has settled in, sit by his cage about 30 minutes a day (doesn't have to be all at one time) and just talk, read, or sing to him for about 3-5 days. Once he is comfortable with your presence, put your hand on the bars of the cage. Do this for 30 minutes a day for about 3-5 days and talk, read, and sing to him.
Once he is comfortable with this, you can try feeding him a treat through the cage bars. If he doesn't eat any treats, hang some millet in his cage and he is sure to try some. Do this for a while until he will come to eat the treat without fear. Now you can open the cage. Place your hand directly on the bottom and keep it as still as possible. Do this about 30 minutes a day until he shows no sign of fear about your hand being there. Move your hand closer and closer to him as the days go by but always going at his pace. If he is starting to show signs of fear and discomfort, take it back a step.
Once you can put your hand right next to his feet or near him, you can try feeding him more treats from inside the cage. This will begin to show him that your hand is not a threat and that it brings good things. Once he is comfortable with this, you can try to put your finger near his belly and push up while saying "up" or "step up". This will start to make the budgie loose balance and step up onto your finger. Don't expect him to do this on the first try. If he starting to become uncomfortable, take it back a step and try again later.
Once he steps up, he may step right back down. This is perfectly normal and make sure to give him lots of love and treats as a reward. Continue to do this until he can step up without you pushing up against his tummy. Always be patient while taming your budgie and take it slow. Some budgies take a week to tame and some may take a month or even a year. I wish you the best of luck with your boy!