I've found the easiest way to teach your bird tricks is to just observe what they do naturally. For example, we have two 6 week old budgies I am hand raising, I've noticed that the one likes to climb through this plastic ring that hold one of her toys. The ring is more than twice the size of her, no chance of getting stuck. She would climb up, hop through, run back around and hop through again. Obviously she likes climbing through things so when I got her out to feed the next time, I had her run through a toilet paper tube. She absolutely loved it and it's quite adorable! All I did was hold the tube in front of her and wiggle my finger on the other end.
If you notice your bird likes to hang upside down, turn it into a trick, if he likes to hide in things, turn that into a couple different tricks. Clicker training can really help. Once your bird knows that a click means he did something good, you can use that to your advantage. If he lifts his wings give him a click and a treat, then you can start adding a voice cue to it and now your bird knows to raise his wings on command. You can do the same thing for the wave and turn around trick.
Target training is also very helpful and in my opinion, necessary training. Just by teaching your bird to target you can get your bird in and out of his cage, onto your hand and then can even advance it into things like picking up a coin and putting it in a piggy bank or picking up a ball and having him put it in a hoop.