Remember, training is just getting them to duplicate wanted behaviors, so starting young is just fine. Make it as fun as possible, and a bonding time b/w you and your bird.
I know it's not the same, but when I hand raise my puppies (which I've had 3 litters in the past 4 years) They know their name, how to sit, and "spin" by the time they are weaned, because it's a game we play every day.