Did you know how LOUD sun conures scream before you got one? They are epically loud sometimes. I read an article somewhere about loud parrots and what decibel levels they can reach. Sun Conures, bless their beautiful feathered hearts, were pretty close to the top. You will need to get used to it or use earplugs.
The good news is that acrobatics and screaming are totally normal.
That said, you should find an avian vet and schedule a new parrot visit for a baseline health check. It's very important that you establish a relationship with an avian vet so you will have somewhere to take your bird if he needs medical care.
You will be able to get appointments faster if your bird is an existing patient.
Enjoy your new baby!