Hi Tracey,
Welcome to the group. Congratulations on acquiring one of the best little companion birds in the world. I know you will have a lot of questions, and we will do our best to answer them, but please, do a little reading for starters, and these links below will answer a good many questions people have about the birds care, feeding, housing, and a host of other subjects. You might want to bookmark these websites, and refer back to them from time to time.
As to Freddie's behavior, what you describe is perfectly normal, as he is under a bit of stress from being moved, placed in a strange place, and having no clue whether you will hurt him or not, so he is most definitely scared, and very insecure. Your job is to make friends with him, gain his trust, and show him you are his companion. It will take time -- sometimes lots of time, but you must be persistent and everything will work out great. One of the first things to remember is he is going to be afraid of your hand, and until you can get him to where he's not, you might want to use a wooden spoon, or a short stick to try to get him out of his cage. Once you get him out of his cage, take him to a small room, i.e., the bathroom, close the door, and if you have a shower stall, into there so he can't escape, and where there are no other distractions so you can work with him. Take along a stick of millet spray to entice him into working with you. Try not to make any sudden movements that would make him think you are going to hurt him, and offer the millet spray. See if he will get on your finger, or hand, and just speak quietly and calmly to him, and it won't take long till you can detect a change in his thinking. It will take time, so be patient. If you read the stuff on the links provided, there will be other hints as to how to gain his trust, and before you know it, you two will be good buddies and friends.
It will help us if you tell us what his age is, (if known) whether hand fed or not, and any other details about him you happen to know.
Here's the links for tons of great information.
http://www.cockatiels.org/articles/library.html
http://www.cockatielcottage.net/
http://www.exoticpetvet.net/index.html
The last website deals more with avian medicine, but there is some fantastic reading there about birds, and you can read about some of the illnesses they can have.
Last but not least, if you have any teflon or non-stick coated cookware in your house, get rid of it, or don't use it. The overheating of teflon emit a poison gas that
WILL KILL Freddie in a matter of a few minutes. One other thing to consider, find an avian vet, keep his/her phone number handy, and shortly, take Freddie for a "well bird" exam.
We here at Up At Six feel we have the best message board going. While there are others around, our experienced, friendly people will try to help you as much as we can.
Again, welcome to our group.