I recently got a cockatiel. He is already tame, and lets me take him out of his cage and sits on my shoulder and all that good stuff. However, he is very skittish. also, i've been having some difficulty teaching him the step up command. he'll step onto my finger, but only when i push my finger into him. he's not even half a year old yet i believe. what can i do to improve his response?

When you push up against him, say step up then reward him. He'll eventually get it. The skiddishness will go away weith time and play.

what would a good reward be. i've tried speaking sweetly to him, but he still doesnt seem to get it. should i pet him, or give him millet spray or something like that?

Training Cockatiels to step up can be pretty easy if you use the target training method found here.

Millet spray will be good for a reward, but so will rice crispies(they are also less fattening). But make sure that your teil doesnt start to only step up for food and that she can do it on command with no food. Just find out what kind of healthy food that she likes and use it as treats and she will soon learn! Goodluck!