Quaker Parrot

Kind of a extension to my previous question. Anywhooo i just got my Quaker Parrot about 3 days ago and he is very friendly but is very attached to his cage. He doesn’t like coming out of his cage and obviously doesn’t know how to do tricks or listen yet. I was curious when i should start using the clicker to train him, and what is the best way to start making him obey commands / tricks. Should i wait awhile until he knows how to "Step-up" first? Or should i start now even though he doesn’t know how to Step-up.

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