Welcome bradzee and African Grey!
I don't have a Grey, but lots of people here do. If you can post an mp3 of the sound, or a video of the bird while it makes it, someone can probably identify it.
At a guess, I would think your Grey might be afraid of you. At this stage you need to focus on bonding with your new buddy. It often takes a month or more for a young parrot to settle in to a new place. At 6 months, your bird is still a baby, so it needs company most of the time.
If your parrot (have you named it yet?) avoids the side of the cage you are standing on, it wants you to back off. When you walk in to the room with the cage, come toward it slowly and stop when the bird moves away. Back up one step and stay at that distance talking gently to your parrot, reading out loud to it, or singing lullabies for about 10-15 minutes. Then leave. Do this 3-4 times a day until you get up to the cage without your bird retreating. Then write back, or check the "Taming and Training" board to see what to do next. Our member Wolf has several detailed descriptions on this subject already posted.
Good luck!