Welcome to the forum Peanuts can have an afflotoxin that is dangerous to bird, but this is usually found in the peanut hull and although dry roasted, unsalted shelled peanuts are generally considered safe, this is not a guarantee because of the risk of contamination during processing. As a result most parrot caregivers do not give their parrots peanuts.
Most birds including our parrots have a natural fear of hands and this fear can be dramatically increased by using gloves, so it is usually not a good idea to wear them when around our birds.
Here is a link that I think that you will find useful for you and Houdini, it is all about cockatoos and can give you a lot of basic and general tips for relating with each other.
http://cockatoo-info.com/general/ This site can be read much like an online book.
I would suggest that you spend lots of time talking singing and perhaps even dancing with your new friend, but be a little cautious if you dance with Houdini while he is on the floor as many cockatoos will claim the floor as their very own and rather impolitely invite you to remove your feet from it. I would also suggest that due to the jealous nature of many cockatoos as well as their unpredictability that you always keep them at some distance from your face. Other than having a crest much of the body language that you find in a budgie will translate to the same or nearly the same with a cockatoo.