Welcome to the forum and I wish you and your new budgie the best of luck!
I have never personally owned a parakeet myself, but I had friends who owned a pair of them, and my sister now has a pair of her own. I would second the suggestion of getting your budgie a companion or three. And once your bird has acclimated to their new environment more, you can begin to get them more comfortable with you by offering them small portions of healthy treats whenever you handle them, to associate your touch with positive reinforcement. I had done this with my late 'tiel and I found food to be the best form of communication--that I was friend, not foe--earlier on in our relationship. Eventually, as our bond strengthened and she became more familiar with my touch, I phased out the treats in favor of pets and cuddles.
Again, the best of luck to you!