I have moved your thread to the Training and Bonding section where it's most appropriate. Also if you take a look the stickies here at this section of the forums, you will find all the detailed info and tips on how to tame and develop a trusting bond with your budgie.
Since you got your budgie very recently, you can start the bonding process at first just by sitting close to her cage and talking to her in a calm, encouraging and positive way. Using your voice to your advantage when interacting with your budgie will truly be beneficial in terms of establishing the first connection.
Once you see your budgie more receptive to your during these little sessions where you spend time talking to her and you notice your budgie moving closer to you while in the cage, then you can slowly place your hand inside the cage, offer her a little treat for her to eat and teach her to step onto your hand/finger.
Once your budgie masters the step up command, it will be easier for you to take her out and place her back inside the cage. This is why it's best to only let her out of the cage for flight/play time after having the step up command mastered. Also be sure to cover windows and mirrors when first letting your budgie out. The room where she would have flight time should also be bird proofed in order to lessen the chances of an accident during flight time.
It's also important to have a play area set up for your budgie when having out of cage time, so that she is directed there after flight time for some rest and to play with toys or eat.