You could teach him to turn around, pick something up and drop in a bowl, fly to you, fly away, fly to a certain perch, I am not sure how strong his feet are but hang upside down, throw a ball, play football by pushig a ball around with his beak, and much more! You can teach him anything
I taught my lovies to recoginze colors and shapes, you could do that too! You could train him to put certain shapes/colors into a box for example and so on.