My oldest budgie, Samantha, cries. She first did it when Scarlet (one of her flockmates), had a stroke. Samantha cried for three weeks straight until Scarlet died in her sleep from another stroke. I don't remember exactly what it sounded like, but it was something like a mournful, pleading "ra ra ra ra". She knew Scarlet was dying.
Last year, Samantha started crying again. When she'd wake up from a nap, she'd make that same "ra ra." Before I closed the blinds and turned off the light for the night, she'd go over to the side of the cage I was at and start crying, and gave me this look that clearly told me she was upset and wanted my help.
Well, it turned out that she'd developed this fear of the dark, and was terrified of sleeping. I know birds can't see well in the dark, but the way her eyes drifted apart, unfocused in the dark told me she had completely lost what little night vision budgies normally have. As soon as I put nightlights in every available outlet in the room, she quit crying. However, if one of the nightlights stops working properly, she is quick to tell me. It is completely heartbreaking to know that it took me a month to figure out she was afraid of the dark. Imagine being terrified of going to sleep because it's dark. If your kid, human or otherwise, wants a nightlight, let them have it.