Budgies can definitely learn to talk but you, as the owner, are responsible for creating the perfect environment in which they can do so. Mimics need, before anything else, to be exposed to the sounds they are going to mimic. Therefore, a budgie needs to always be surrounded by human speech if you have any hopes of someday getting a “hello” out of it.
Another tip would be to only try speech training after you managed to train your companion to sit contently on your finger. At this point, it will be quite comfortable and happy to be in your presence so your voice will be one of the reassuring parts of the universe, much easier to be remembered and repeated.
Also, remember that some budgies prefer higher voices such as those of women and children compared to the lower voices of men. Even if you’re a guy and there’s not much you can do about it, you can still try speaking at the top end of your range when trying to teach your buddy.