I need help with my budgie!?

hello my budgie maverick is my new budgie in place of my deceased one(RIP Cloud i loved you..) anyway he is acting good and not really sociable but good overall, but one thing is bugging me, every time i call his name he twist his head, what does that mean? and when i reach my finger out towards him, he nibbles on it, not to hard that it will make scream it just tickles alot. what does that mean as well?