How to bond with my new african grey? =(?

Transition takes time and lots of positive affection. If you can block out an hour of time twice a day, take the bird in to a very small room (bathroom, lighted closet, enclosed porch), sit on the floor, and let the bird walk around you and explore. Take the bird in it's cage into the room if you can, or a traveling cage, to facilitate taking the bird in and out of the room. Keep a couple of treats in your hand to to reward it, and talk quietly to it and scratch it's head and neck if it likes it. Take along a book to read, or play a silent handheld game, or knit if you get bored. It's all about close quiet time, your murmuring voice, a safe place to explore, and food treats. Two weeks should see a big change.