So many great suggestions already!
I would have a cage cover for when you need to put him or her to bed. No need to get an expensive one specifically designed for the cage either- a dark color blanket or fleece from the fabric store (that is not too heavy weight) will work well.
A large, inexpensive rug or scrap cutting of linoleum for putting under the cage to protect your floor and a piece of vinyl (can be bought by the years at a fabric store) to hang on the wall behind the cage (parrots are messy creatures by nature, and the seed guard on the cage really does little to help).
A brand new paint scraper dedicated to using on the birds stuff only (don't ever want to expose your bird to paint). Dried poop is SO much easier to get off with a paint scraper (trust me).
A new spray bottle for baths that is also dedicated to using on the bird only (so there is never an accidental cross-contamination of cleaning chemicals getting in or something). Parrots need a "bath" every few days and for smaller birds, the shower may be a bit much, so a mister bottle is a good alternative.
Newspapers for cage liners.
I would also get a emergency cage or carrier and schedule a first visit to see the AV. Every new bird should have a first vet visit for a wellness check, DNA test if you want to know the gender and just to have an established patient recored in case of emergency or when you take your bird in to have its nails trimmed and if you choose to clip. You also may need the carrier in case of other types of emergencies (like a natural disaster) where you need to leave your home quickly and cannot take a big cage. Don't "wait" on this one. We've had to 15 minutes to evacuate before (for forest fires in AZ, but other areas have tornados, floods, hurricanes ext...) and you don't want to be panicking on what to do with the bird.
Best of luck! I'm betting you're very excited!