Hey Ziggy, Welcome home! LOL
Yes, they have to get used to each other. You probably should have quarantined the new one for at least 30 days just in case it has an unseen illness. So Zig wouldn't get sick too.
Levi and Ziggy used to bite each others toes thru the cage bars too, when Levi was on Ziggy's cage. Don't really know why..just getting to know each other? Or maybe Ziggy was feeling territorial?
They can thump to the ground pretty hard when they are clipped so be careful about letting her get to high places. How far is it from cage top to floor?
Congrats on the new one! Any names yet?
Don't be surprised if all of a sudden your new one doesn't let you pet her like she is doing now. Sometimes they take a few steps back and decide they don't want contact after all. At first they might be too scared to put up a fuss about things.