Let him be alone for the first few days to get used to the new home,

If he's never been out of the cage he could be agrssive or have issues.

African greys can BITE very hard when they want to, drawing blood or worse.

You should read about these birds before taking one in, there very needy like little children and can become depressed if not given enough attention, also if he's agressive you'll have to work ALLOT with him to help him get over any issues he may have from being in a cage all the time, maybe you should go viset him first?