Cookie is acting perfectly normal for a new bird
All birds, no matter how they were raised by the breeder (i.e hand tamed vs. not) need a period of a few days to settle in, and a period of at least a week to get fully comfortable in their new homes.
For a few days, he may not move much, chirp, or eat/drink in front of you. His poop may also be runny and sticky, this will clear up soon as he becomes less stressed.
I would only be concerned if after a few days, he continues to have uneven or oddly coloured poop, or if he is lethargic or unresponsive at all times, even after he's settled in a bit.
To help him feel at home, you can play soft music in the background for him, cover his cage on three sides, and ensure there are no sudden noises or movements around his cage for a bit.
Best of luck with little Cookie!