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The transition to a new home is stressful for a cockatiel, and your bird will need time to rest and get acclimated. Try to let the bird rest for 2-3 days before handling it. Try to keep children and other household pets away from the bird, but do talk to it frequently in a low, calming voice to help it get used to you. Remember that cockatiels are very social animals. You might leave music or the television on when you leave the house during the day so the cockatiel has something to listen to. You should spend some time researching the best ways to train a cockatiel, but a great place to start is teaching the bird to be near you outside of the cage. Gently remove the bird from the cage and take it to a small room with a door, like a bathroom or large closet. Close the door so the bird does not escape, and let the bird go. Then sit near the bird and talk to it every once in a while as it adjusts to your presence. Eventually, you can work on training the bird to climb onto your finger. Training a cockatiel can take time, but your patience will pay be rewarded with a well-socialized, friendly companion. Cockatiels can be very dusty birds and need to be bathed every few days. Fill a plant mister bottle with clean, slightly warm water, and acquaint your cockatiel with the routine by giving it just a spray or two in the beginning. It won't be long before the sight of the spray bottle will bring the cockatiel to a close perch. They love the spray and will open their wings and turn their bodies until they are soaking wet, and then shake off the excess water. Remember not to do bathe your cockatiel when it's too cold, or at night. Cockatiels also enjoy bathing in pans of water, and even playing in a regular bathtub filled with 1/2" of warm water.
Allow your cockatiel to get used to its new environment. Begin to train your cockatiel. Get your cockatiel used to being bathed.