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The first couple of flight maybe a little clumsy and sometimes it'll fly in things. Your best bet is to make the room as safe as possible then let your bird out for a practice flight.
I would continue to let it learn to fly, he/she will soon learn not to fly into anything after a couple of pratice. Let it learn at a slow pace for its wing muscles to gradually build up. Once wings muscles are strong enough there won't be anymore flying into objects.
I do find that only a nervous birds fly into objects, so make sure your bird is nice and calm before let it out to learn to fly. Good luck!