New Sun Conure Owner

Question
I just purchased a sun conure and unfortunately I am not sure how to establish a relationship with him.  When should I let him out of the cage for the first time?  How do I get him to return to the cage?  How do you handle the sun conure?

Answer
hi. congratulations on your new sun and thanks for your question.  sun conures can be wonderful, cuddly, clownish, and amazing pets in general. welcome to the world of sun conure ownership!
First of all, expect that your new conure will be nervous...he is in a new place with new people in a new cage without his old "flock". Remember you or your child's first day of school? It'll be rough for a little while but with proper hand training, he can become more comfortable with you, especially if he was hand fed/raised. Birds handfed by humans are much easier to tame. They will have already been used to handling, care, and the company of humans. However, this isn't a sure thing...I've seen many a handraised bird be a "bad apple" and I've also seen parent raised birds become tame just fine.
You will have to spend time getting him "used" to you and the new environment. Perhaps spending about 10-15 minutes, spread out over a few times a day (to keep him from being tired or overly stressed) at first. Remember throughout the process to use positive reinforcement...have him repeat what they did a few times and then use verbal praise and treats. When you feed and water him, move slowly and try not to speak loudly or scare him in any way. He may continue to scuttle away from you for some time. With conures especially, the opposite may also be true. He may attempt to bite you out of fear. Please do not take this personally and be patient with it. Realize he is acting out of fear and not necessarily aggression.
Since he is probably somewhat shy right now, just sit next the cage...perhaps put it next to you while you watch TV, read, pay bills...occasionally acknowledging him by looking at him and saying his name calmly and sweetly. That will help him to understand that you are speaking to him.   Hopefully he will then look at you when you speak in your "birdie" voice, sort of like how dogs do. he should then start looking forward to your attention. Once this happens...it should be okay to start hand training him. All birds move at their own pace and there isn't really a "timeline" for when a bird is  ready for hand training.
You may want to initiate training by tempting him with food...such as a piece of fruit or a nut. Try this "handfeeding" until he is used to the idea of having your hand in his cage. This step could take a while and that is okay. it will help him also to not be scared of you when you are simply trying to change his food/water.
Keep doing this until he lets you pet him...try petting his chest/breast area first because your hand going for his heads may scare him. Also, most birds don't like being pet on the wings or legs. When he gets used to you touching him in that area (which may also take some time, remember, baby steps) you can try pressing on his tummy a little bit as a cue for him to step up onto your finger. How long it takes him to be fingertrained depends on whether or not he was fingertrained at his previous residence (breeder, prior owner, bird shop, etc.) He may have already learned to step up but just not with you.
Also at this time, expect possible bites..as i said, conures may bite out of fear. Although it is painful, try not to react to strongly. The reason being that if he realizes that a bite can keep you away, he will continue to do so. Do not let the bites discourage you from interacting with him as a solitary bird with little human interaction can become aggressive, irritable, destructive, and may self-mutilate. Pull the finger away but try not to yell out or get angry at the bird. Let him know you are "the boss" and you intend to interact with him.  
Birds usually like stepping up and being higher than they are so make sure your hand is placed up higher than his feet. Sometimes birds will automatically place on foot up...another gentle push will cue him to step up again!  This may take time and also may result in him jumping off or being scared. He might also try and bite at this time. It may be a "test bite" as he is testing to see with his beaks if your finger is a solid enough place for him to stand...not really a bite at all but more like his way of checking things out. Again, he may also bite out of fear. Either way, when you are successful or if he bites, try not to make too much noise...even if its praise. Continue to speak softly and make slow movements, even if you get bit. I know its hard but if he knows that he can keep you away from him by biting, he will continue to do that.
Once you get him to step on your finger, still keep your hand in the cage , just on your finger. Try not to pull him out of the cage quickly. Eventually, after a few times on your finger, you can slowly take him out of the cage. he may get scared and jump or fly back in the first few times. If he gets too scared and starts flying around the room, remain calm when you pick him up...he should jump right on to your finger out of fear of being out of the cage.
As far as putting him back in the cage, what i usually do is leave his cage door open and either put him back down onto the open cage door from my finger or shoulder. Sometimes, they do not want to get off of you so you may need to have someone help you take him off of your shoulder at first or tempt him back in with a treat.
As a side note, it sounds like you are a new conure owner. As such, I strongly recommend you purchase a book about conures.  This can come in handy reference as you and your conure bond. Also, check out websites about conures and try and learn as much about them as possible.  It is very important that he is handled as often as possible in order to keep him "tame" as well as to keep him entertained. Birds are flock species and are used to companionship...bird and/or human.  You can find more info at www.sunconure.com  or http://animal-world.com/encyclo/birds/conures/ConuresProfile.htm
After your conure gets comfortable with more handling, you can begin petting him. My conure loves being pet around his eyes, his ears, and under his beak. Again, please refer to a parrot "owners guide" on techniques for proper handling and petting.
I hope this helps...just remember to remain calm and keep distractions to a minimum as he will be very shy at first. Make sure that there aren't hazards in the room you are doing your training in in case he flies around the room disoriented. Eventually, he may climb all the way up to your shoulder! Alot of birds do this instinctively as they like climbing and being up at the top of things. Just note that if he goes up there...he could easily bite any earrings or jewelry you are wearing and either break it or choke on it. Birds are very curious about "shiny" things so keep that in mind. Also keep in mind that you may have a hard time getting him off of your shoulder once he goes up there. He may not want to go back to your finger or back to his cage. With time and effort, he will trust you to handle him and you can begin understanding how to further bond with him. I hope this helps! Good luck and let me know how it goes. Alicia