Welcome to the community, and congrats on your new Budgie...
You said that you bought him from a "pet store", can I ask what pet store? The reason I'm asking this is because if you bought him from any big pet store chain, such as Petco, PetSmart, Petland, etc., or even from most small, privately-owned pet shops (unless it's a bird shop that breeds their own Budgies in the store themselves), then your Budgie was most-likely "Parent-Raised", meaning he was fed/raised by the mother and father Budgies up until he was fully-weaned, which for Budgies is usually around 8-10 weeks old, and he probably didn't have much human-contact at all, at least not until he was fully-weaned...And if you don't start handling/petting/directly interacting with baby Budgies every single day from the time they are 2-3 weeks old forward, then they are not very tame, or tame at all.
So what this means is that your Budgie is not going to like people/hands much at all until YOU hand-tame him yourself. The good news is that he/she is still young, and can still easily be hand=tamed if you're willing to work with him every single day, without fail...And you need to keep in-mind that this is going to be a marathon, not a sprint,
and that it usually takes between 6 months to a year to successfully hand-tame a Budgie to the point where they will regularly step-up onto your finger when asked, where they will willingly sit on your shoulder, allow you to touch them or handle them or give the head/neck scratches, fly to you, etc. So this is going to require a lot of patience and time from you every single day, and it's extremely important that you NEVER try to "Force" him to do anything at all, you must do everything at HIS PACE, not ever at your pace, because the second you try to force him to do anything at all, you will lose any of his trust that you've gained...And that's the goal, you have to "earn his/her trust" fully before he/she is going to start acting like the pet parrot you eventually want to have.
***The most important thing you need to make sure of is that you have his cage located in the "main room" of your home, meaning whatever room in your home that you and anyone else who lives with you spend your time when you're at home; even if you're not directly interacting with your Budgie, it's extremely important that his cage is with his new "Flock" whenever you're at home. And that's just it, parrots are "flock animals", they travel in flocks, they eat in their flock, they sleep in their flock. And you and whoever else lives with you are his "flock"...A lot of people make the horrible mistake of putting their new parrot's cage in a spare-bedroom or some other room that they designate "The bird room", and this causes all kinds of problems, the first one is usually continual screaming from the bird because they can hear/sense whenever someone is at home, but if they can't see them and aren't with them then they become very distressed and anxious because they aren't with their flock...Also, if you want a tame, friendly, loving parrot, then it's obviously imperative that he is with you, or at least "in your presence" whenever you're at home. So whatever room you and your family do things when you're home like watching TV, reading, talking, playing games, eating meals, etc., and the room where visitors to your home are usually at, that's the room his cage needs to be located in...Usually this is the living room, family room, TV room, den, etc. It's the room with the most traffic, and the more people even just walk back and forth past his cage every day, saying "hello" to him when they do pass by him, the more socialized he/she will become. There is a lot to be said for "Passive Interaction", and you have no idea what a difference just having him in the room with you while you're watching TV will make in earning his trust and building a bond with him, even though you're not directly interacting with him...****The other thing this does is that it makes your bird feel much more secure, safe, content, and comfortable because he is among his flock, and this usually results in them learning to enjoy entertaining themselves inside of their cages with their toys...Whenever they are kept in a bedroom or some other area away from where their people usually are, they typically just sit there and either scream all day long, or they are completely silent, either way they usually don't entertain themselves at all with their toys, because all they know is that people are home but they aren't with them...
Now I don't know if his wings are clipped or not right now, but if they are already clipped, then it will be a lot easier for you to work with him every day. The worst thing you can do when you're trying to hand-tame a Budgie is to have him flying all around the room with you chasing him with a towel from window to window, trying to catch him...That leads nowhere good at all and makes things much much worse...I've hand-tamed many, many non-tame Budgies, and though it's controversial, I have had excellent success doing so by first doing a very light, conservative wing clip, so that they can safely glide to the ground, and usually can glide across a room, they simply can't get any altitude at all...You'll get all kinds of opinions on doing this, and that's fine, it's a personal choice that the bird's owner has to make, but if he's already clipped then this is the time to start working with him one-on-one every single day for at least 15-20 minutes directly, in addition to sitting near his cage and talking to him, and then just having him in the room with you whenever you and your family are home for indirect/passive interaction...
***If you do decide to clip your Budgie's wings, you want to make sure that you ONLY get them clipped by either a Certified Avian Vet or Avian Specialist Vet, or an experienced bird breeder from a bird shop, someone who does it all the time and knows what they are doing...But it's going to be on-you to REQUEST/DEMAND that whomever does clip his wings clips BOTH WINGS, don't ever clip just one wing, no matter what anyone tells you, they lose all balance and it causes spinal damage, and then it's extremely important that they ONLY clip the "outermost 5-6 Primary Flight-Feathers on BOTH wings and that's it". Never allow anyone to clip more than that, they should never clip all of the primaries or go into the secondary flight-feathers, as they will drop like a stone to the ground and have no control...And also, if you only have the outermost 5-6 Primary Flight-Feathers clipped on both wings, then that will allow them to grow back in fully in about 2 months or so...So if you do decide to have your bird's wings clipped for hand-taming/training purposes, your goal is to take advantage of every day of that period when they can't fly, which will be about 2 months or so, so that by the time their feathers grow back-in and they can fly again, that they will at least be regularly stepping-up for you, so that you aren't having to chase them at all to get them back. Then at that point you can work on "Recall-Training", which means that they will fly to you when you ask them to/call them. But you have to take full-advantage of the 2 or so months that they are clipped...
I always advise people that when you're doing hand-taming/training sessions, that you take the bird to a room with a door that you can latch, where it's just you and the bird, and you want to get the bird out of their cage inside of that room and then REMOVE THE CAGE from that room while you're working with the bird! This is also extremely important, because that cage is your bird's only territory in it's new home, it's his only "safe-space" right now, and if you attempt to work with him in-sight of his cage, all that is going to happen is that he's going to totally ignore you, ignore the treats, ignore everything but trying to get back inside his cage! It's impossible to start hand-taming a parrot with their cage in-sight of them, and that's why you're getting the reactions you're getting from him now while he's inside his cage, because he's not happy at all that your hands are inside of "his territory/safe-space". So you have to remove the cage from the equation...So take his cage into the room you're going to work with him in, open the door and allow him to come out into the room and then remove the cage from the room...You will want to buy/build some kind of small, portable T-Stand or mobile perch for him to be on during training/taming sessions, or I've also simply worked with the Budgie on a carpeted floor (they lose all sense of dominance when they are on the floor, in contrast if they are up high, like on top of their cage or on your shoulder, they have total dominance)...And then it's all about finding out what his favorite treat is, whether it's millet spray, some dark, leafy greens like Romaine Lettuce, Bok Choi, Mustard Greens, etc., little pieces of Egg-Food (you can buy bags of Qwiko brand Egg-Food at any Petco for $9.99, Budgies love it and it's broken into tiny little pieces that are great to use as Budgie training treats, as whatever you use needs to be very tiny and easy for them to eat quickly)...