Of course! All parrots do (and that includes the teeny ones like parrotlets and budgies). Why wouldn't they?
Heck, I don't think I've ever had a pet of any species (even my very dumbest dog, who was sweet but just as dense as a black hole) who didn't know all the members of the household as well as regular guests.
I've only had birds and mammals, but my sister's snake knows his family, and I've heard fish can have favorite people, too.
Can't have a favorite if you don't know who's who, right?