I'm joining in a little late here.
First off congratulations on on welcoming a highly intelligent and sensitive creature into your lives.
Patience and understanding how to read your Macaw's body language is very important now and also later in your relationship.
I would offer a simple suggestion like reading to him in a calm voice.
Take a laptop or tablet, look up the posts from Birdman and read his advice and responses of others. Something simple like that will help establish a bond and will also help you absorb some tips

Read some parrot food tips, health information, anything.... once in a while, put a little emphasis on a few words, making it sound fun. They will pick up on the tone of your voice.
When Arika first came home, we had no problems handling her but were still thankful for a lot of the advice from Birdman666 and others here on the forum. I'd have to say that the knowledge that he has shared have helped many.
Find his favorite treat and use it sparingly as a reward for good behavior.
Arika loves Almonds, macadamias, and other nuts but be careful, they can cause weight gain.
We will cut the nuts into 5 or 6 small peaces to use a reward treats.
If you haven't already weighed him, establish a baseline and record it in a spreadsheet or on paper.
Make the event of getting weighed fun, positive vocal reinforcement and followed with a pleasant "Good Boy"!! and a treat for good behavior.
Weigh him every week and the same time, I think morning is better... before breakfast and after a morning poo

Keep track of gains and looses as it may be helpful on future vet visits.
Speaking of vet visits, I hope you have one available and have see a Certified Avial Vet (CAV) for a first health check.
Bottom line, there are many experienced people here on the forum and you will most likely get a lot of advice. Mostly, patience... and positive reinforcement are the two best pieces of advice that I can offer.
We've been macaw owners (I really don't like to use that word... owners) for around 34 years and we never stop learning. Every day brings something new.
Please keep up posted on your progress and don't be afraid to share results and ask questions.