Oooh what a cutie! Did you adopt him? He doesn't look like a juvenile.
The fact that he's already stepping up and allowing scritches is great!
I also had a few budgies (and then a cockatiel) before getting my conure.
Once they're comfortable in their environment, most GCCs are incredibly playful and mischievous. I call them gremlins, for reasons that will probably become apparent to you soon enough

Mine love to climb and tumble around on fabrics, so I'm making a cargo net for them. Conures are quite the acrobats!
For mine, one of their favorite toys are actually bendy straws! They're toss them around and chew on them and carry them all over the place. Toys for parrots don't have to be expensive, as long as you get creative! Mine prefer foot toys (toys that aren't hung up; they can pick them up with their feet and beaks) over cage toys, and I let them out most of the day to socialize and play.
Many conures also love water. My guys would take baths every single day if they could. Once a week I take them into the shower with me and let the shower mist hit them. The water straight from the shower head is too powerful and can hurt them, but if you let the water bounce off of you, it'll create a gentle mist they can safely play in. Not only do many birds find this fun and relaxing, but it'll also strengthen the bond between you!
My baby Genevieve also really loves being wrapped up in her fleece blanket. She's my only bird who likes this, so your mileage may vary, but a snuggly bird will be really happy to get the chance to fall asleep in your hand, wrapped up like a burrito.
I also try to give them a lot of variety in their diet. Not only is it healthier for them, but my guys have a lot of fun eating new foods. I cut their fruit and veggies up kind of large because they like to tear bites out of things.
Conures are very smart and will appreciate having to work for their food (commonly known as foraging). I'll hide food in clean egg cartons, coffee filters, paper cups, ect. They enjoy shredding and making a mess and I believe this is typical for conures (and most birds).
Good luck!