Every Budgie is scared of new toys, even new human faces. They always need time to adjust to new toys or even vegetable/fruit. So if your Budgie is scared of new toys, place your New toys outside the cage where he can see them, then after a week place the same toy inside but somewhere where is not present a threat to him. After a week or so he will get used to it and he will realize the new toy does not present a danger to him.
AlenAxp Answered question