Hello welcome to your new beautiful birdie!!!
You only want to cover the back side of the cage if needed to provide a feeling of security. If cage can't have back side against a wall its a good idea to cover just the back.
Otherwise uncover the rest of the cage. Birds respond to normal, bright light and are active. But cave like and dim triggers more of a roosting response .
All birds going to a new home experience some apprehension. And some are so fearful they eat less or don't eat. But we want them eating!!! So hang a few millet sprays in the cage as they are very tempting high value treat!!! Which most can't resist! Make sure to offer the food they had before, as it takes time to switch food types with parrots. They can believe new food isn't food at all.
If your new one is a little fearful of you. Make sure you always approach the cage from the front and say hello ( birds name) and explain what you are doing. Create a ritual or routine so they know what to expect.
Spend time sitting near and chatting with them .
If the cage is low to the ground. Raise the cage on a table or something so that the parrot is at your chest height in the cage. This can really help increase feelings of security.
Do you have any other pets like cats or dogs thst could be causing fear?
Great article on stress in parrots
To put it bluntly, keeping companion parrots is similar to trying to pound a square peg into a round hole. The fact that they do as well as they do is testimony more to their adaptability than it is to our husbandry efforts.
lafeber.com