Since he just came to your home he is unsettled at the moment and it will take some time for him to settle in and feel comfortable so give him some space but open his cage door and see if he will come out and explore. Then you can try getting him to step up on your hand but only cuddle him if he will allow it for some do not and if you try to force it the bond with you will take longer to form.
Greys are very cautious creatures, very wary of new people, places and things so keep this in mind when you work with him, take it slow and easy, sudden movements will frighten him.