My husband and I have started to train our bird, Spring. Spring came to us as a refugee this past fall. She was four years old at least. Her former owners kept her fed and watered but that was about it. She didn't have a whole lot of human interaction and, as budgies are flock animals, has some mental damage because of that.
Spring has finally become comfortable in her new home and we like to think that she's warming up to us, too. She acknowledges the fact that we're alive, which is more than she seemed aware of when we first got her. She also seems interested in what happens outside of her cage, which is an improvement. At first, you could almost drop a book right next to her cage and she wouldn't even notice. I think never being taken out of the cage for the first four years of her life caused the "world" to become a cubic foot.
She loves running water. She sings to the dishwasher, she sings to the sink, she sings to the shower. She has begun to sing to Dustin. He'll whistle a three note ditty and she attempts to whistle it back. She even 'practices' his whistles when he's at work during the day. It's really the cutest thing. She is mated to the small bell in her cage. She spends hours snuggled up with it and 'preening' it. Sometimes they get into lover's fights and that's always a hoot. Especially, when the bell wins. :P
She will sit on your finger and feel safe when she's there, it's convincing her she wants to get on that's the problem. I have brought her out of the cage on my finger twice out of I don't want to tell you how many attempts. She'll eat off your finger but not out of your palm.
Training will be a slow process. But for a four year-old, pretty-much-wild bird, that's kind of a given. How to cause a five inch creature it should care about the world and accept two towering giants as the flock it's never had? Patience, lots of patience.