Hi and welcome to the forum, Time and patience, love and understaing are going to be your greatest alies in winning over your new fid (fid=feathered kid), the subject of your post says "new CAG" so I'll asume you haven't had him/her to long, (confused) im sure it is, new surroundings, new people, and as you stated a new cage, all of these can very traumatic and stressful, and (depressed) not knowing the past history I can only say if your CAG was rehomed to you then possibly it may be suffering from seperation anxiety from its previous situation, taking things slowly at this point will be key in lowering the stress level, my suggestion would be to limit your physical interaction with him for the next few days, having the bird remain in its cage, watching to make sure its eating and drinking properly,as mentioned in other posts, talking softly and calmly as sit by or walk by the cage, after this period you can open the cage door and allow the bird to go in and out as it feels comfortable and then slowly work towards a time of physical interaction,as time goes by you'll have more questions, and I'm sure there will be many more folks on here with answers.....Good Luck!