The key here would be to wait for him to lift his leg on his own, and then praise/reward that immediately (while saying "you lifted your leg! yay---or something"). Do not force him. 1. it's not safe, 2. it's not going to work. Catch him doing what you want (because they do this naturally) and label/reward it when it happens. Do this every time and as long as you do, he will catch on. Sometimes if you very lightly touch their toes, they will pick up a foot (but it just depends)<-- that is fairly safe, but don't try to pry his leg up or get him to do something he isn't ready to do.
The other option would be to train him to step up. After he understands step up (paired with the very words/action), tweek it a little. Instead of step up, say "wave" or something (as you move your hand a bur forward as you would for step-up BUT STAY BACK MUCH FARTHER so he can't actually reach your arm--you don't want him to lose trust in your arm---you don't ever want to jerk your hand away mid-step up) wait for him to lift his leg, as they often do when they want to step up and your are near. As soon as he lifts his leg, praise, reward and label the behavior.
You will need different words for step up vs wave/led lift or he will get confused. I want to emphasize that you do not want to SAY "step up" and then make him do something else. If you say step up, you should mean it. When a bird WANTS to step up, he/she will often lift a foot in anticipation without you even having to say anything and that is when you could add in a new trick. You just have to label it and reward it. If a bird lifts its leg as you approach, say "wave" (or whatever) and then immediately reward. In some cases that could be food, attention, a toy etc.
If he is fully weaned and climbing, walking, perching , and eating independently, you can start safe training/tricks to get him used to the idea but, keep in mind, it also will depend on how good you are at training and how well you understand bird behavior (plus, he is still young, so it is a good time to start, but be patient). You have to find out what motivates your bird and reward for the tricks. Never punish a bird..never physically try to force a bird to do something-- trust is huge in training and if your bird doesn't trust you, you will struggle. Give it time though-- they takes months to show progress in some cases (not because they are dumb, but because of other factors).