Bucks, congratulations on your new best friend!
My keet (Batfink) was the same as yours when I first got him - he had no problem sitting on my finger the day I brought him home, but he wasn't too sure about the cage door.
I found leaving the door open for him meant he could get used to it at his leisure. He now opens and closes it himself, provided it is not shut all of the way.
Welcome to the forum.