Hi there and
to the forums!
You're totally right that each budgie has a unique personality. Comparing him to other budgies you may see in videos is just not fair to either of you, since it gives you false expectations and makes it seem like all budgies are the same.
Spend lots of time with him without trying to tame him further, etc. Just sit by his cage often to talk to him or do your work on the computer near him, and just enjoy his company. It sounds like does play in his cage, right? You can always make him a "budgie playground" next to his cage for when he comes out, this may help him to be more playful. Building the bond between you both will help for him to come out of his shell more.
As JRS said, if you have the space, time, and finances (double the vet bills!) to care for another budgie, it may help him to be more playful if you really notice that he seems withdrawn. However, keep in mind that they may have to be housed separately if they don't get along, and if they do, your budgie will seek the company of his friend more than yours.
For lots more information on budgies in general, be sure to read the Budgie Articles and "stickies" (threads "stuck" to the top of each subform for easy reference) to ensure you're up to date on the very best of budgie care
I hope to see you and your budgie around the forums!