First.. congrats on the new family member. Sun Conures are VERY smart and also have an intense flocking instinct. We all realize that its hard to spend 24/7 with your birds.. so I'd advise your right away open a line of communication with that baby. I always let my birds know what to expect. "Be right back" means exactly that.. don't stress papa bird wont be gone but a minute.... BYE BYE... means extended absence for a while. "Go nite nite" means either please get in the cage or its bed time. Also, I cover my birds at nite...stops drafts and they seem to feel more secure. My birds spend a LOT of time out of cage with both wifey and me, but I don't have to force them to go in the cage if/when I got to put them up for some reason. I tap the cage and ask them to go "nite nite" and both will comply, and when they do I give them a "goodie".... whatever favorite treat they like. The cage is not used as a place of punishment but just a safe place for them to be until I can get them out again. As mentioned... SCs have an intense flocking instinct.. you can expect a "locating call" when you leave the room... kind of a "dikadee dikadee".. which I answer with "be right back".. That is of course unless Im heading to get me a much needed nap... then I tell em "daddys going nite nite". Believe it or not... they understand and the calls (usually) stop. You have an adorable intelligent lil bird there that makes a wonderful companion. Its not a human child but trust me... before long you will think of it as your baby. Its that intense flocking instinct, their natural curiosity watching your every move, coupled with hardwired instincts you can use to "teach' them that makes them such an awesome companion. So my advice... just be patient, learn your bird and let the bird learn you... and you will run across very little behavioral issues you can't deal with. Know also these lil birds respond to praise, and kisses and lots of beak rubbing, head scratches, etc as well as "goodies" for teaching aids. Mine even loves me to pull his tail and will go out of the way to get me to do it...with lots of chirps an squeals of delight at my attention. He also likes to "mock fight" and I spend a good bit of our quality time with him on his back with me playing "footsie grabs" and "tickle my belly". All in all be prepared... wont take long and that lil critter will have your heart in a big way... best of luck.!!
Oh.. and PS.... Sun Conures seem to have a "cloth fetish".. They love to chew various kinds of material.. Id advise don't wear a shirt you dont want to end up with holes in the shoulder..etc.. And watch the chewing... you do not want them to swallow a chunk of cloth or thread... can cause bad digestive issues!..
year round. If I keep him on a natural light schedule... up with dawn, down with dusk, year around... he's only a little monster rooster from July to September). He has his own room, so I can do that easily. 
