Yes, and more background information on your Conure would be helpful as well as your experience with birds. But I would leave the bird alone for the first 24 hours and let it settle in. Then I would spend time around it's cage, reading to him, singing and just talking. This lets the bird get used to you and your sounds or voice. Then open his door to his cage and see if he wants to come out and play. I wouldn't force him to come out of his cage. He should be left to do this on his own when he's ready. You can also try giving him treats by your hand and see if he takes them. Just remember slowly and baby steps. People often move too quickly around birds, which startles them and causes the bird to bite.