Patience patience patience. He is NEW to your home. Birds are NOT like dogs who can adapt quickly to changes (usually) and become your best friend in a matter of minutes. birds take time to get used to things. Remember, everything is new to him, new sights, new sounds, new smells, new home, new people, new food, new routine.
Just imagine if you were plucked from everything familiar, put into a new space with a GIANT looking at you, trying to pick you up, moving around and you not knowing WHAT is going on, you not knowing what kind of food you have, where it is, (it's not where it USED to be), not knowing if that GIANT is going to hurt you, the GIANT seeming to SHOUT at you. YIKES! It would scare ME!
Give him time .. open his cage and let him come out on his own, he needs time to explore some on his own, sit next to his cage and talk quietly to him, let him get used to you and your voice. Offer him some treats thru the bars at first if he won't come out, move slowly around him at first. talk quietly, tell him everything you are doing (I'm going to open the door and change your food and water, I'm going to put in a new perch, I'm going to close the door now, etc) I know, sounds silly, but they are so darn smart it won't take long before he knows what you mean and that you mean him no harm.
Was your fid hand reared? If he is used to human touch, it shouldn't take too long to get used to you, but he WILL NEED TIME.