Welcome to talk budgies. Your new bird's are scared, this is all new to them, and it is going to take some time for them to settle in. You should cover the cage completely, except for the front, this will help make them feel more secure. We have a ton of very good info and advice for starting out with your new birds and not making mistakes that will cause them to be even more fearful. Check out the sticky's at the top of each sub forum, especially in the training and bonding section's, and ask lot's of question's. We would love to see pic's. You have found the perfect place to benefit both you and your new friends moving forward, glad your here...
http://talkbudgies.com/training-bonding/152809-how-tame-budgie-who-afraid-people.html
http://talkbudgies.com/training-bonding/152809-how-tame-budgie-who-afraid-people.html