I don't think you're doing anything wrong! I just think that you are understandably very eager to bond with your new friend.
I also think much of the cooperative behavior you've been seeing so far can be explained by the "honeymoon period". This is a time, after moving to a new environment, where a bird can act very subdued and docile. Some birds don't make a peep, let you pick them up, and basically just don't put up a fight. This can lead owners to think that their bird is quiet and "tame" when in reality they are just trying to learn about their new home and figuring out if you are a big scary predator that's about to eat them. Once they've grown more comfortable they often begin showing their "true" colors and may become more defiant, vocal, and bitey.
The vocalizing in the dark is probably just because she feels more secure when covered? It may help her settle in if you keep 2 or 3 sides of her cage covered at all times so she has a safe corner to sit in.