My First Parakeet

So I recently just got a parakeet (budgie) and named him Pepe. I didn't really know too much about bird pets and didn't think that they would be so interesting, but let me just say they really do have little personalities! He is just too adorable. I realized having a budgie requires a lot of patience ... ALOT...
They are innately scared of you so its not like training a cat or dog.
He finally gets on my finger easily and just recently got him to go on my shoulder!!! Now I'm trying to teach him that being outside his cage is safe. It's been a difficult task because all he does is fly back to it o_O
If you guys have any ideas or experience with how you trained your budgie and what I can do PLEASE PLEASE let me know !!!!

That's my little love <3