Most parrots do well with treat reinforced training, as the saying goes the quickest way to a parrots heart is thru his belly. Find out your parrots very favorite treat, the one he would wash your car for, and use that exclusively for training purposes. Using that high value treat item exclusively for training both motivates your parrot to do the trick or request, and also over time lets him know that, yes, its training time and time to learn new things.
If it turns out to be something that is in his everyday food mix, like sunflower seeds or millet or what ever, remove it from the mix. Personally I use small slices of pine nuts ( pignoli nuts) available in almost every supermarket. Once you have determined what that special treat is, it becomes your ambassador in working with your bird.
Of course there are some few parrots that really do not have a favorite treat and food rewards will not have the desired effect. THose parrots may respond to verbal praise or small scratches on the head as the reward ( but those work better with parrots that have at least partially bonded to a favorite person).
Training time I find is best done at a set time, every day! Your parrot will come to know that its time to learn and have some mental stimulation. Some tricks or actions you need to expect them to do at anytime, like stepping up, and training for those actions should be done all the time too.
Tips: BE CONSISTENT - use the same request or signal every time when asking for a specific trick or action, or your parrot can become confused. All family members should too. DEVELOP SIGNALS - I use both verbal and hand signals for each trick or action so my parrot knows exactly what I am asking for. GET COMPLICATED - parrots are so smart they get bored doing the same trick over and over. Aside from the needed basic ones, step up etc, once your parrot learns a trick and has it done pat, try teaching him variations on it to keep his interest up. OBSERVE - when teaching a trick, reward when even a little progress is made. Example: if your teaching him to wave hello, reward even a little movement of his foot at first, then build on that (holds true for teaching step up - reward for any movement twords your hand or finger at first, then build on that). BE IMMEDIATE - have the treat ready so you can reward immediately when the trick is done or there is progress. You want the parrot to connect his action with the reward; if you're fumbling around for the treat he willl not make that connection.
Parrots love to learn new things, and have pride when they know they have done something well. My own little amazon, Salty, struts around our training table when he knows he has learned a new trick and likes to show off in front of his mommy !