Thank you all for the concern!
Okay, I will take your advice and take the rope ones back. I have seen pictures and videos of people who have these types of perches in their cages because they say it gives them more texture than hard wood or sandpaper. I already have a nice sandpaper perch that he loves, as well a few standard wood ones.
I feed him a quarter (to a half) of an egg. And that's only in the morning. I mix in some berries and fruit in with it, too! He is getting much better at trying different foods.
When I took the picture, I was looking at it from the side (so the smaller side of the rectangle). What you are seeing in the background is the opposite side (so the other smaller side). Here is a picture of the cage from the front:

And yes, he does have a wall on the one side.
I am still learning where his favouirite spots are and where to best place perches and toys in his cage to make it awesome and completely safe for him. So please, if anyone has any tips on perch placement and the like, that would be greatly appreciated!! I just want to make sure he is happy and healthy.
I also saw the arguments about Snuggle/Happy Huts and how they can be dangerous. He doesn't use it anyway, so I may just take it out. Also, this morning he was playing with his favourite toy (the one pictured in the original post) and pulled a string off of it. I think I am going to remove it as well because I would not want him to ingest it, like you said Wolf.