I love love love caiques. They are extremely stubborn and require a ton of attention, though. He's probably still trying to get used to his new surroundings right now and will be spooked for a while. Caiques need a big area to play in and lots of toys to keep them happy (especially toys they can destroy). Talk to him calmly and softly without putting your hand near him for a few days so he knows you're friendly. Once he calms down a little more put your hand in his cage without touching him and keep talking to him. After a while he'll take food from your hand and you'll be able to teach him to step up on your hand. Once he's relaxed and knows he's home, he will be an amazing companion!! Just be careful around other birds as caiques are known for bird on bird aggression.