Most birds prefer width over height. It allows them room to move. The dimensions on that cage are 29 1/2" (74.9 cm) x 15" (38.1 cm) x 36 1/2" (92.7 cm). 15" deep is not enough. If you can, I would seriously consider returning it and getting a flight cage or other cage with similar dimensions. Another issue with that cage is that the bottom will be hard to clean and will hold in moisture. Bird cages need to allow for good air flow. As someone else mentioned, you should not have bedding of any type. Flat sheets of newspaper are file to catch poo, but that's it. Even rolled or shredded newspaper will trap moisture. The problem with moisture is that it allows mold to grow and the spores can get into the bird's respiratory system and grow.
We all learn a lot when we first bring a bird home. Please post a picture of your current set up and we'll try to help you make it better. One of the things I noticed in the picture is those plastic perches. Regardless of what cage you get, you're going to need to buy new perches. The ones that come with them do not have enough variety to keep their feet healthy.