Yep, that's a regular Cockatiel "hiss", which means he's telling you to back-off, or that he doesn't like what you're doing. He's new to your home, so it may just take time for him to feel comfortable with you; however, if he's not a hand-tamed/hand-raised bird but rather a parent-raised bird that is was no hand-tamed, then it's normal for him to "hiss" at you, as he's not used to being close with people or being at all handled. So if that's the case and he's not a tame bird, then it's a matter of you working with him every day, spending time with him every day, and doing hand-taming exercises with him every day so that he'll eventually want to be close to you, step-up for you, etc. But the "huffing" noise is completely normal for a Cockatiel who is new and not yet comfortable/settled-in.
As far as changing the "liners" in the bottom of your bird's cage, you need to change them every single day...Because they need to be changed every day, you're much better-off not actually buying "liners" at a pet shop/Walmart, but rather just using newspaper, you'll save a fortune. I've always used newspaper, and I simply stop into the convenience store on the way home and grab a big stack of the free-newspapers, like the "Bargain" newspapers, the AutoTraders, etc., as they are an infinite supply of free cage liners. But yes, they need to be changed every single day, right along with the food and water.