Meighan, if you don't already have a copy, I suggest picking up "Parrots for Dummies". It's a great resource and will answer the great majority of your first-time bird-owner questions.. It's even a good refference for the experienced bird person!
I might hold off on the misting at first... Let him have a week or two at least of getting used to you before you hit him with the spray... He may love it, some birds do, but I think it's a good idea to let him get a little more comfortable before wetting him forceably. You should probably offer him a bowl to bath in though. A heavy glass mixing bowl or pie plate with a couple inches of luke-warm water placed in the bottom of his cage (if it will fit through the door) is nice enticing bird-bath
also, if you don't already know, teflon non-stick cookware can produce vapors which are deadly to birds and use of such items should be avoided and/or carefully monitored in a bird household. Never pre-heat or allow a teflon pan to cook dry! I use only cast iron pans in my house... We have several members who have lost birds due to teflon fume poisoning... I assume if you've been reading here or other online resources you know this already, but it's an important one that some people miss and end up regretting.
Excellent that he seems interested in Mario

maybe you'll end up with a gamer bird