There is a pigeon forum here as well that you can also post about your new pigeon: https://www.backyardchickens.com/forums/pigeons-and-doves.52/
I don’t know anything about pigeons, only chickens. But worms and other parasites usually can be looked for in a fecal float performed by a vet. Many species of birds get coccidiosis, and Corid can be used in the water to treat it. Worms also could be a problem. What are you feeding?
