I also got my baby cockatiel last year in mid may lol.
I think for the first few weeks, continue feeding the pellets that it was weaned on to, this is good to do because these pellets are something familiar to your meyers, so it wont be wary about eating them.
I started handling my bird the day after he arrived, but he is a hand raised bird, so he is used to handling. If your bird is hand raised then just open the door to the cage the next day as long as it doesn't seem scared, if it isn't hand raised, then wait as long as it takes for the bird to come out, but do open the door on the next day and leave it open a while to see of your bird wants to come out or not. Give it a lot of attention in the first few days, wether it is out of the cage or not, sit by its cage, talk to it, whistle to it and make it feel like you are communicating with it.
I think I would start training as soon as your bird feels at home and is bonded to you.
The most important thing is to not be nervous. Your Meyers will be able to sense your nervousness when you are handling it and will also be nervous then. Make sure you are confident.
If you need any help, feel free to pm me, I'm here to help
Warmest regards and good luck with your baby Meyers,
Laducockatiel