Congrats!!! To you getting a best friend,, you will find out that parrots are not pets sort of speaking, they own you, you are now a lead flock member. Your baby does not know the rules, but you as a leader flock needs to show him the rules.
Your baby is testing you, and will test you, for a long time.
do your homework on his breed, so you know what to expect, and how to understand how he thinks.
Diet very important, is he on pellets?is it the right food for his breed? Why do I say diet, my cockatoo, (Lady) she was at the time 11 years old very tame very loving, then one day she went on a attack mood NEVER did she do this before, so it was pillow, spray bottle of water, to her beak, she was attacking me the pillow was used to protect me from her beak the bottle was used to get her back to her cage,she got back in her cage.then I thought what changed, nothing was moved around by her cage, nobody new came over, so what did I do? Then I thought her new TREAT that I gave her three days ago, and it was that!!! White sunflower seeds, that was making her mean, she is on a pellet diet but I gave just a few of these sunflower seeds as a treat, I guess it was like giving a child very strong coffee, they cannot help that extra energy that can get them all hipped up. This also happen to a friend of mine with the same bird that you have it was the diet.when she found out that her mix of the birds diet was wrong, she changed it, and her bird became very loving.
As for training
Your baby does not know about the rules, like bitting he don't know any better, your finger, hand and arm is a tree branch, in his eyes, so its telling him NO BIT, also teach him step up, so if he got your finger tell him to step up change his way of thinking at that moment, does that make sense? Then tell him no bit,show him the bit mark, lol they are very smart they will understand in no time.
As for chewing on things that he cannot, show him a toy, if he got your shirt say no bite!!! And give him his toy, here play with this.
They need your time, your freindship and most of all your love.
another thing that helps in bonding, while you are having your meal, dinner or such, give him a plate of veggie, rice what ever so that he eats with you as a flock, you can find out what not to give him when you research your bird.
I hope this works, I raise a lot of babys also I am owned to cockatoo, macaw, and a grey birds that can take your finger off lol.