I think that it's good to know that they ARE loud, but it is relative. The budgies at the petstore drive me nuts, but not so much my suns. They make flock calls in the morning and evening... and that is screaming that you can't 'train out'... it's their nature. Go to your sun when he's NOT screaming and praise. If you go to him when he is screaming, you'll encourage it and spend a lot longer trying to stop what you've created. They are very social birds... I'd plan to put him where you are most of the time. They need a lot of attention, so plan on at least several hours of out of cage time a day. They can learn to talk...and it's possible to inject words for screaming. My sun Rico used to scream like crazy when anyone came through the door. So I started having everyone say "Hi, Rico!" when they came through the door... and now that's what he says instead of screaming. However, he will keep repeating until everyone has said it back to him!

He also has learned my wife's name, and calls for her (by name) often! LOL! They are big goofs.. at least Rico is. He has a sense of humor, and is very silly. If he can get attention by doing something, he will do it over and over!
I don't know what you feed your budgies, but conures like (and need) a varied diet including fresh foods daily (veggies/fruit/pasta, etc) and LOVE (but don't need much) seed. Mine like to dunk their food, so the water needs to be changed often. Mine also scream to tell me they need something. Sometimes it's hard to figure out what that is. More often than not... it's water change! They need a variety of toys...foraging, 'learning' toys, things to chew, different types of perches, etc. I spend ALOT of money on toys! They can fly even if clipped, so please don't take outside without a cage or some other form of restraint. They are GREAT birds! My sun doesn't 'chew me out' as much as my Green Cheek...so you may not have an issue there. They believe they are big birds I've found... they don't realize they aren't! If your bird gets 10-12 hours of undisturbed sleep each night, you'll get along a lot better! A tired conure is a grouchy conure usually. I don't know if you'll be tempted to get another bird soon, but if you are try to resist. They need bonding time with you. If you do get another, be aware that if they are housed together you'll need to know first if they even get along, and then know that you REALLY need to spend a lot of one on one time with them to keep your bond. If you don't, you can end up with birds that aren't interested in you any more, and may become aggressive. This is the story of the 2 I took in as rehomes just over 3 weeks ago.
Hopefully you've gotten a large cage... with more length than height. All of my conures have HQ flight cages, and they use the whole space. I don't think anything smaller would work too well with them. My GCC is the only one with a sleep cage, the rest stay in their flight cages and are fine with that. Oh... I'm sure there is a ton, and I'm sorry if you already know all of this, but you didn't really say what you already know. Also, I'm sure you're aware of the commitment with these guys. A lot seem to end up rehomed because of time issues, or because they have developed behavioral issues because research wasn't done on how to avoid them from developing. It's sad when one (or a few) has to be rehomed because of poor planning. There are always times when life throws a curve ball, but too often it was avoidable. Have FUN with your fid!! I love all my birds... they have been a GREAT addition to my life! I don't think I've ever fallen so madly in love with an animal before... I think it's because they can talk back! Congrats on your new addition.... please post pics!!
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Papi-M-Sun Conure, Rico-M-Sun Conure, Rayne-F-Cinnamon Green Cheek Conure, Angel-M-Jenday Conure, Ziva-F-Congo African Grey
1-understanding wife, F-GSD Kenya, M-GSD Gunner, Rottie Mix Jade,
2-human boys, 1-human girl