I agree with Brian. Patience, lots of it. Your new bird will be missing his old home and people.
He's upset, sad, unsure, frightened and untrusting of you.
Give him time.
Do not demand anything right now. No step-ups unless he asks you.
You want to build trust. You want him to see you and think good things.
Treats as mentioned above are great.
It's the easiest and quickest way to start to teach him you are a good thing to have around.
Give him a few days to a few weeks, and see how it goes.
Keep your expectations low. Let him get to know you at his speed, not yours.
And congrats on your new bird. I love GW's!