Welcome to the forums, thanks for joining! You must be excited to receive your first parrot! It is absolutely natural to have apprehension and many questions.
First, I'd hope the selling party will give you basic information. That is not always the case, particularly if the bird is shipped from a distant breeder. To better target our discussions, please state the species of the bird!
It is most important to have a safe home upon arrival. Cages, toys, and food can be purchased locally, depending on where you live, in specialty or large "chain" stores. Virtually everything is available on-line, but you'll want to see and touch items at first. The best and most expensive cage material is stainless steel, though most are iron coated with a durable lead-free paint. Preferred toys are wood, plastic, paper (for some birds) and the hardware ought be stainless as well. Various seeds, pellets and treats are available, but the best base diet is rich in veggies and fruits.
Bobbing up and down has many meanings, such as a call for attention, pleasure, excitement, but rarely negative. Specific species have head "crests" that raise and lower, and many have dilations of eye pupils that are significant.
Check out some of these links for more info!
So many not so obvious hazards:
http://www.parrotforums.com/general-parrot-information/49144-tips-bonding-building-trust.html
http://www.parrotforums.com/general-parrot-information/49144-tips-bonding-building-trust.html
http://www.parrotforums.com/general...species-precautions-emergency-procedures.html
http://www.parrotforums.com/parrot-...7-converting-parrots-healthier-diet-tips.html
Written for macaws, but has meaning for many species!
http://www.parrotforums.com/macaws/56384-big-beak-o-phobes-guide-understanding-macaw-beaks.html