My Grey Lady is 15 yrs. of age and she has been with me for about a year come May. She says a few words , but mostly she beeps and whistles. The feather thing that you describe is just her showing you how big she is, it is a defensive maneuver that they use when the begin to feel threatened or just a little scared. She wants you to scratch her head as shown by bowing her head but she is also a bit scared as you have not been together for any length of time so there has not been enough time for her to trust you just yet. Greys tend to be a bit more cautious of new people and things than many other birds and are usually not much into being touched beyond the occasional head scratch. Just be patient and don't push her and you can have a lifelong friend.
Parrots are capable of learning new things their entire life from tricks to talking. They pick up the words and phrases that they like the best, they also pick up ones that are said with a lot of emotion. Also they love music so they will pick up words that are sung or spoken to a rhythm easier and quicker than others. if you want them to talk, it helps to speak to them a lot, but it is not a guarantee that they will choose to speak.