He'll come around as far as the taming and bonding process goes, you just got him and you have not "earned his trust" yet, he's still settling-in, but once you do earn his trust, everything else will simply fall into place...The most important thing that you need to remember and keep in-mind is that you must go at HIS PACE, not yours...
As far as the cockatiel "night-frights" and you possibly keeping him up at night, do be sure to cover him with a dark-colored sheet/blanket, if you're not already. That usually helps quite a bit in keeping them asleep while you're still up and about...
***Do you have a "sleeping-cage" for your cockatiel? Something to think seriously about, as it may solve this issue completely for you...All of my guys have their "main-cages" in my living room/dining room /kitchen area (my main-floor is all open) so that they are in the area that I usually am when I'm home (and have stands in all of the other rooms so they can come along whenever I'm somewhere else)...However, they each have their own "sleeping-cage" in my bedroom, and when it's bedtime they all go upstairs and into their "sleeping-cages", they get a little nighttime treat, we say goodnight, and they all get covered. Then I go back downstairs and watch TV or whatever I'm doing down there, that way I don't keep them awake. And when I come upstairs to bed later they don't ever seem to wake-up at all, just as long as I make sure that I've got everything ready to go, like the alarm already set and on, the lights are all out but the one on my nightstand, etc., so I can just brush my teeth, come in my bedroom, crawl into bed, and turn out the light and go to sleep.
I have 4 larger birds (larger than my Budgies I should say, who all live in a very large, indoor aviary together and sleep there as well), so I have 4 "sleeping-cages" in my bedroom. Their sleeping-cages should be a fraction of the size that their "main-cages" are, just large enough that they can open their wings fully...for a Cockatiel, like my Duff, their sleeping cage only needs to be the size of regular, square Budgie/Cockatiel cage, like the kind you can buy at Petco or any pet shop for around $30-$40. They have one perch in their sleeping-cages, and each also have a swing (Duff actually always sleeps on her swing), and then a water dish. That's it. No toys, no food. It's strictly for them to sleep in during the night, that's it. And in the morning when we all get-up I uncover them all and let them out at the same time, and they all fly downstairs to their main-cages and wait for their breakfast...well, all but Duff, who cannot fly due to a blood-feather incident last year that resulted in me having to yank it out of the bone to stop her from bleeding to death, and resulted in her not ever growing back that primary flight-feather, so she can't ever fly again
So she hitches a ride downstairs with me!
You might think about trying the sleeping cage thing, especially if you are up during the night doing things in the room where your bird's main-cage is, and that room is separate from your bedroom...
thankfully. He's been very happy, whistling to me if I try to leave the room, inching toward me to his cage and eats millet from my hand now!
