Welcome to the forums and congrats on your new baby!
Earning a parrot's trust can take a lot of time and patience, so don't try to hurry the process or get discouraged if he doesn't trust you the first day. If you just got him recently he'll still be settling in to the new environment, so he'll probably be a little fearful. For now, just spend time near the cage talking softly to him and, if he'll accept them, giving him treats through the cage bars. Once he's settled in try doing some trick training to begin to form a strong bond with him. Look up "how to target train a parrot" or look up Barbara Heidenreich for some training starters. Good luck!