::::: Disclaimer: I am not an expert, but there are many here who are. :::::
Just so you know, parrots go through the terrible twos just like children. Gary may take months to feel at home with you. He may never like your wife, or he may choose to bond with her and not like you. If you own a bird you will get pooped on. That's pretty much a guarantee. I'm sorry to be a party pooper (sorry bad pun), but it's best for you all if you go into this with your eyes open.
Many people will tell you that it is not healthy to try to potty train a bird. Sometimes they can injure themselves because they will not "go" unless someone tells them to. As you get to know your bird you will learn his body language right before he goes so, if you are dilligent you can usually put the bird on a stand or hold him over a wastebasket where you want them to go every 15 minutes or so. Some people are lucky and their birds will fly to the potty area as neccessary and fly back to them after.
I would say as long as he is not chasing and attacking your wife there isn't an issue right now. It will take time for both of you to establish a relationship with Gary. Many times there is a honeymoon period that may last a few days or weeks followed by a few months of not so happy times. If everything goes well when you come out the other side you will each have a unique relationship with Gary and he will be happy and know the rules and obey them when he feels like it. LOL!
The good news is that if/when you do decide to bring Gary home, you have found the best place for advice on the planet!