Welcome!
Cosmo is a absolute cutie! I don't think you need to take him/her to the vet if he/she seems fine. It will just cause more stress if he/she is not used to traveling etc.
If he/she doesn't give of any sign of being sick at all then it's fine not to go, but if you worry about something then you should of course visit.
My petshop/vet offered free check-ups two weeks after purchase date, but I didn't end up using it, because my bird seemed to be fine fine. Eating normally and so on!
You can always go have a check on him at a later point when he may be a bit more comfortable with it.