I'm guessing if before I start clicker training do I need to first get the parrot comfortable with hands being in the cage/ being able to give him a treat and take food from my hand ?
Depends on the parrot. THere is no hard and fast rule when training them. Me, I would get him used to your hands, and taking treats first. Go slow and at your parrots pace, not yours. Always try to look at things from your parrots point of view. BE CONSISTENT in what ever you do, so he knows what to expect. Parrots are very much creatures of habit.
If you dont have it already , get a copy of Sally Blanchards book. And read all the stickies at the top of every forum, the Amazon one and the macaw one especially.
SOme of the info may not apply, but most will. Conures are miniature Macaws in a lot of respects.