That's wonderful! Parrots bond well, and they love to please you. I had a blue-crested conure named Allie that was so jealous of my wife that when we sat close on the couch, Allie would do all of her tricks one after another to get my attention. Some of the things I taught her were for very practical reasons. Apparently a previous owner got leery of the nasty bites Allie could inflict when she was threatened, and decided to use gloves when they wanted to trim her wing feathers, etc, because Allie would freak out if I came into the house wearing gloves. I wanted to keep her flight feathers clipped to keep her from flying all over the house (we had a ferret at the time-her safety was first), so I spent a few days training her to raise and spread her wings. At first I touched her back between her wings while saying "Wings!" in a peppy cheerful way, and she would raise them as kind of a reflex, which I rewarded her for. In a few days, I could simply say "Wings, Allie!" in that tone and she would raise them, extended back, with her neck extended and her beak open, looking for all the world like a hood ornament. I could then easily trim the tips of the feathers with scissors, and she didn't mind a bit. I made her a perch out of a small tree, with added dowels to climb on for exercise, and by simply rewarding her natural acrobatic behavior (with treats like peanuts and dried hot chili peppers) within a few days I could just say "Twirly Bird" and she would flap her wings with a loose grip on a dowel or branch and spin around and around. Of course, that meant treats and kisses. When we had a group of people over for New Years one year, she was spooked by one of the younger guys and screamed and screamed if I got out of her sight (conures are excruciatingly LOUD when they are afraid). I put her on my shoulder and she immediately snuggled up to me and hid her face in my hair, and that's how she stayed throughout the party. Parrots can be very affectionate (even possessive) companions, and you can bet the African Grey in that video is devoted to her trainer/owner.
That one was worth saving (hypercam can capture videos from your display).
There was a parrot at the vet that had a lot of phrases, and could sing "you are my sunshine". "Here kitty kitty kitty" was one of the popular phrases.
As a kid, I felt sorry for the chickens at an amusement park taught to peck on a tic tac toe board (apparently a light on the inside told it which one to peck on the outside), and ones taught to peck on a lever that actuated a baseball bat in a pinball like game). They lived in a small coop and came out when someone paid to play the game, but it was better than being dinnner.