It's good that he likes his toys so far! Give him more time-- do everything at the bird's pace (no matter how long it seems to be taking). You want to make sure you are associated with low stress/positive things only for now. This means that you may need to just sit in the room from a far and read from a book/go about your routine. I would not advise keeping a bird in your bedroom if you can help it. They are social animals and they should be in the part of the house where people tend to spend most of their time (excluding the kitchen).
If you approaching makes him nervous, don't get so close. Obviously you shouldn't pamper him to the point of walking on eggshells, BUT, do try to respect his fear and build trust by showing him that you understand. Don't try to force him to eat from your hand until you can approach the cage without him being scared--just let him see you put a favorite treat in his dish if he doesn't want to take things from you (don't keep trying if he hesitates, as that hesitation means it is stressing him out to have your hand there). Don't push him to do anything if you sense hesitation and read up on parrot body language for your species (you will get a better idea as yours adjusts to the new environment, but that can be a good starting point, even if it does vary some among individuals).
Another thing to remember-- reaching into the cage can upset some birds, as can unfamiliar toys. A lot of people think, "I got a new toy for you! yayyy!! This will make you so happy!" while the bird may be thinking, "what the heck is this monster you just shoved into my safe space??!"---depends on the bird, but it's something to remember whenever you have to mess with anything in his cage.
They move really slowly compared to cats/dogs and they are very sensitive to change etc. My adopted parrot wouldn't step up for 3 months and she already knew how when I got her.
You never want to force them to do anything unless it's an emergency/safety issue. Don't ever push on your bird's chest to get it to step up, don't try to touch if the bird seems scared or aggressive, don't give opportunities for biting by reading body language.
It will probably take a few weeks to a month before you see significant changes. This is normal-- do not give up. Please note- I am not telling you to leave your bird alone in a room because he is scared of people. That is not what I mean at all.
Think about it this way. You have a "trust" bank with this bird (picture a piggy bank with the word "trust" across the front). Whenever you do something positive (from the bird's perspective---***not yours***) then you add a coin to that bank. Whenever you stress the bird out or scare it, a coin gets removed. Trying to push a bird to step up, causing fear/stress through proximity etc also removes a coin. If you take out 2 coins and you had none to begin with, then you are in trust debt. That means you have to be extra trustworthy/non-scary to earn back the 2 coins of trust that you lost. The goal is to stay out of debt and create some savings lol. Also, know that certain things, like toweling a bird or injuring a bird by mistake etc can remove more than one coin from the bank.
I am not sure if that helps, but read your bird's cues and respect those. Try to find out the things it REALLY likes and find ways to associate your presence with those things (without forcing the bird out of its comfort zone).
Make a real effort to spend time lots of time with your bird-- even if that just means being in the same room....but again, respect your bird's fear. Early on, time with your bird does not have to mean getting in his face/personal space. As humans, we know that our intentions are good and that we just want the best for our babies, but the bird doesn't see it that way, so think of it as a traumatized animal. Your bird is in a very unnatural environment with a very high level of intelligence and has just lost it's flock. This takes time.
Another thing that helps is to talk about what you are doing as you do it. For instance, as you unload the dishwasher, say, "I'm unloading the dishwasher"...Label objects and activities as you do them. It helps build their vocabulary, gets them used to the sound of your voice and also helps with fear long-term because they begin to recognize that certain terms match certain actions, so they can tell what is coming/anticipate better in the future (which reduces fear in general in the long run).
I would suggest that you avoid doing any activities that could really scare your bird during the first week or so--- like, I wouldn't run the vacuum until your bird knows you better-- it may still scare him/her when you eventually have to, but you still should be working to establish an association between yourself and non-scary/positive/low-stress situations.
