Well since you just brought him home he is definitely still settling in. There's a lot of new things that have been thrown at him at once: new house, new cage, new toys, new people. He may need some time to get used to you. Some birds settle right in, others take a bit longer. I'd just go slow with him and make him feel secure.
My conure is around 4 months old and he's molting and he's a bit cranky because of it. Yours could be starting to molt as well. My little guy is full of pinfeathers and he wants me to scratch his head but if I try it's ouchy to him and he gets all mad at me. I do manage to get a few of them with my fingernails but until most of them are gone he's probably gonna be a grump. He's not drawing blood but he is letting me know it bothers him.