Hello Ayaat and welcome to our family, we are so glad you could join us and we look forward to hearing more about you and Rocky.
The eyes are black or very dark as babies but then they lighten up, yours is probably about 4 months old, an avian vet could better determine your grey's age.
Do you mean you leave his cage door open all the time? I cage my grey at night and whenever I am not at home or otherwise occupied that I cannot keep an eye on her, thats for her own safety.
He should be getting a varied diet with lots of vegetables and not too many fruits as they contain more sugar, you will find some threads in the bird food room that will give you an idea of what he should be eating.
He has not had enough time to settle in yet so maybe he doesn't want you to hold him, he needs time to feel comfortable and safe in his new home, remember it is all new to him at this point. Take it easy and let him decide when he is ready for interaction.
You will find lots of useful information in our many threads and do ask questions you may have and we will help you in any way we can.
We love pictures here so if you have some of Rocky you would share with us we would love to see him.