The advice to 'get them used to changing things' is a good one. But not all birds are the same and some do not 'get used' to certain things easily and, a few, not at all. Upbringing has a lot to do with how secure the bird ends up been and, when you are dealing with a bird that is not self-assured, it's high-strung or nervous, stressing him out trying to make him 'get used' to change is more harmful than good and might even backfire and make things worse.
You have already determined that the lamp is the cause so, if I were you, I would put it on the floor, in the farthest corner and watch his body language to see if this is enough. If it's not, put it in a closet and take it out to put it in the corner for a few minutes every day and ignore until he looks relaxed with it there. Then start leaving it there longer everyday until he is fine with it for an entire week (it might be that he is fine with it in the corner from the very beginning and then you won't have to go through the first part). After a week, move it a couple of inches closer. Just a couple of inches, mind you. If he freaks out, put it back in the corner and wait another week. You see where I am going? The idea is, indeed, to desensitize him to both the lamp and to show him that change is not bad, that he can trust your judgment because you would not only never put him in danger or impose your will on him but the trick is not forcing the issue and allow him to set the pace.