Re: Alexandrine bumping against a window
This often happens when birds are first released into a new environment. All it means is, your bird hasn't yet learned what's hard and what's not. If he's hand-tame, it would help if you walked him around the house, letting him see up close where the walls are and placing his beak gently against windows and mirrors so he can now they are hard. It's also a good idea to put something over glass barriers so the bird will not think there is Freedom on the other side of it and attempt to fly through. Something like a curtain or bed-sheet would do until your bird is a bit more familiar with your house.
It's not a great idea to allow a bird to fly free, hitting objects and trying to fly through windows. If he gets spooked (as yours did), there's the possibility of him damaging himself severely, eg. broken neck or skull! If the bird is flying wildy around, stay still and speak calmly to him. DO NOT chase him or make wild grabs at him: that will only give him a huge fright that will take a long time for him to get over. Instead, wait for him to land and see if you can coax him back to your hand or to his cage with a treat. If not, then approach him slowly and use the towel as quickly, gently and efficiently as you can. Once he's back in his cage, make a fuss over him and give him some treats so he's left with a good memory of the incident.
PS. I don't think it's a good idea to allow a bird out 'because he wants to'. Take him out at set times that suit you and then put him back in the same way. For his own safety, he must learn that he does what you ask of him, not what he wants!