That was how my youngest budgie Skylar acted. Skylar wasn't finger trained, though. I've had him for three years now, and it took two of those years to hand train him. He was exactly like that, super anxious and didn't like to ever be out of his cage. I had another bird when I got Skylar though, and that made all the difference. I would definitely suggest getting two birds. It will calm your budgie down if the two get along. And I agree with Skye Lily that you should get your feathered friend some more toys to play with.