They are both so cute!! Gotta love those little blue budgies.
Congrats!
Even if they never live in the same cage, I'm sure they'll enjoy each others company and vocalize to each other.
I second Monica - you should probably have him in a different room for about thirty days. From what I've read, birds get really stressed in a new environment, and the stress hinders their immune system. Not to mention that, by quarantining him for a few days, you can ensure that he does not have any diseases that could potentially get your first bird sick. Have you had the chance to set up a vet appointment for him yet?
Also, Blue Jay is really cute name! You could call him Jay for short... or Blue. Haha.