Welcome and be welcomed! Your best course of action - read, read, and read some more. Read from trusted sources, there is a lot of garbage on line, so be discerning. An excellent place to start are the stickies at the top of every subform here; Behavior, Diet, and so forth. There is a particularly thorough and detailed one in the Amazons subforum, entitled "I Love Amazons". It contains a HUGE amount of information that is applicable to all parrots, worth reading over several times. A good way to get your new conure used to you is to sit closely by his cage and read aloud to him in a soft voice. Parrot love being read to.
Also hugely important is to make the home parrot safe. Look up in the General Health subforum about Teflon and related substances - they are deadly to parrots. Many other household substances or common objects can harm them. Things like scented candles, perfume, Laundry additives, certain types of house plants all can kill your parrot.
As my good friend Laura stated, a good thing to get is an inexpensive kitchen weighing scale, one that displays grams and get in the habit of weighing your Conure and knowing what his average weight is. Birds in general hide illness very well ( the sick one gets eaten), so an excellent way to know if your bird is sick is to know what his "healthy" weight is. A drop of more than 3-5% is cause for alarm and a vet visit.