by Wolf » Sat Feb 27, 2016 11:32 pm
Well the first thing that you need to do before letting him out is to make sure that the room is safe for him. No exposed electrical wiring, make sure to block off places that he could hide in such as under a sofa, make sure that if you have heating vents that he can't get in them This type of thing.
You have only had your bird for a couple of days, and at this point he is very afraid of everything and needs some time to get used to both you and your home which is a totally different environment than where he was at. This fear is heightened by the simple fact that he is alone. Birds such as parrots are flock animals and they rely on their flock for protection from predator as well as their sense of safety and well being. A lone bird in a new environment often survives only long enough to become some predators snack, a fact that he is well aware of. You are also new to him so he is afraid that you are that predator, the human is a predator after all. So you need to show him that you will not hurt him, that you are his friend and that you are the bringer of good things to eat.
Although I like to let birds out of their cages as soon as possible, it will not hurt him to be in his cage for a few days while he learns that you want to be his friend. It would be helpful for you to establish a feeding routine with him so that he knows where to find his food as well as when you feed him his breakfast and his dinner. What foods that you give him for his dinner can help you to get him to return to his cage on his own, which is better than having to trap him to out him in.
I know that with only having him for two or three days that you have not yet been able to establish any real routines with and for him just yet, so to speed these processes up as much as possible it would be helpful to know what you are feeding him as well as when you are feeding him. Food can be used as a major incentive in teaching them, which is why treats are often used in training. An example of this is that if you feed the foods with the highest protein and fat content for his dinner it can easily be used to help him to learn to return to his cage at dinner time. Knowing what you are feeding him and when can also tell us how you can find the right foods to use as treats for him.
While you are waiting for us to reply to your answers to my post here you should spend lots of time talking to him and singing to him and giving him lots of good boy type of praise using his name often as names are very important to parrots.