My Sun Conure is the same way. He is five months old and I've had him for a week and two days now. He will sometimes tolerate me but typically doesn't like me much unless he needs to use me to get back to the cage or to relieve boredom.
If your bird is new, like mine, I've figured that he probably is still adjusting to his new place and life and therefore isn't curious about me or bored enough to feel the need to take an interest in me yet. I figure once he gets bored of his cage and surroundings he will venture out more and start paying attention to me (he's been in five different homes in five months and has had four different owners). I leave his cage open (his wings are clipped) and he has started coming out a lot more lately, as I hung one of his toys outside his cage. He also has, the past two days, flown down onto the floor and, after walking around for ten minutes or so and discovering nothing of interest, walked over to me and climbed onto my leg and stared at me, realizing I'm his only hope of getting back into his cage. this is one of the only times he will willingly step up and let me near him.
Any advice anyone has for my bird would be appreciated as well!