So it has been a week or two and Mo just doesn't want to come out. He wants you to come in so you can scratch his head, but there is no coming out. When he does come out he will fly right back to his home and go in. Do I worry? Am I doing something wrong? He has a really big cage and lots of toys. He really isn't loud either. He will sit by the door and talk and when you try to get him out he won't budge.
Please help. I really like this bird and now I feel like I don't spend enough time with him because he won't come out.

Two different techniques, both should help. First, spend lots of time talking to him while he is in the cage. When you want to take him out, you need to go somewhere he cannot see his cage, a different room all together.

In a small room, like the bathroom, with the toilet lid down, work with him on doing step-ups. He needs to be away from the distraction of his cage, and be able to focus completely on just you. Put him on one finger, and then put your other hands' index finger up to his belly, saying, "step up". Do this several times, like climbing a ladder. Stop after a few successfuly steps and praise him well. Do this for several days in a row, several times a day if possible, to get ingrained the step-up command.

After a few days, then work on doing step-ups from inside the cage. Remember to always tell him 'good bird!' with lots of enthusiasm. Talk to him like a toddler, and make sure he has your attention.

Good luck with your little guy. Let us know if you see any change after practicing a few days.

he already knows how to step up. He is just being stubborn. I found out yesterday that he is pulling his feathers out so I know he is bored. I am working on rearranging the living room so he can have a cage there too and a cage in the bedroom. We'll see what happens

Does he normally act this way? Never wanting to come out and not doing much? He may be sick if this has just started happening and he is pulling out feathers. It could be a hormonal response as well. Maybe take him to the vet if this isn't normal?

Also, try working on step-up like Gail said, reward him for good things, and reward him anytime you see him remotely interested in coming out, playing with toys, etc. Small steps before you get to the finished product!