Definitely a male. He looks to be a Normal Skyblue, and Normals are very easy to sex.

As for taming, I'd teach UP before I let him out of the cage. A nice way to introduce your budgie to hands is to feed him with it. You place a couple seeds in your hand and place it in the cage with your palm open to the sky. Budgies LOVE millet, so you might want to try that. After he feels confident enough to approach your hand, you might want to try pressing a finger to his breast. He might go up, he might not. I really wouldn't push it with a new bird. Just teach him that hands ALWAYS mean something good. Is he handfed?

Edit: Whoops, I took a closer look and it looks like he's a Normal Cobalt. Could just be the lighting *shrugs*. I'm not too greyt with the blue series