Your budgie gently nibbles you as a sign of trust and comfort. When they choose to play with your hand instead of flying away, it indicates a bond and a sense of security. Your hand provides a range of interesting activities for your budgie, such as something fun and different to taste, chew on, or even "conquer" if you gently wiggle your fingers. This nibbling behavior may also be a way for your budgie to express excitement and relieve some hormonal energy. It's a unique form of interaction, showcasing the close relationship and trust between you and your feathered friend.