G'day and Welcome, Emi...how we started, was my partner saw Silkie chickens for sale and we went and bought two - one turned out to be a rooster and our city doesn't allow for them - he was re-homed back with his breeder - she thought he was a magnificent Roo, probably 'cause he was rather...
I have the large Jap quails, but they are beside our budgie's cages...the Japs have a 'different' nature to the small King Quails - the Kings are housed with budgies a lot over here...so, sorry can't help you there, but great help from DK newbie.
African Lovebirds are a good choice, too...not expensive for a hand reared one...they live for 20yrs and are more 'animated', than Budgerigars...if choosing an ALB, I would only have one, as they can be territorial.