Hello Tickle & G...your grey is acting normal remember everything is new to him/her, new cage, home, people etc. Don't worry you can bet that he/she is keeping a close eye on what is going on around him/her, be patient and before you know it you will see a change. Rug his head, beak and try to include him/her in daily activities even offer him.her a treat when you go near the bird.
Good luck and welcome to the group.
Benny:)