Actually, once you bring him home, it is a little late to just start thinking about food for your new companion. This is something you should have thought about at the time you purchased the cage, perches, toys and other supplies and were making arrangements with a breeder to purchase your budgie.
Find out what your bird has been eating. Hopefully, he has been weaned onto pellets, fresh fruits, vegetables, bean mash, sprouts and more - which can include some seeds.
A budgie can survive on a seed only diet, but will be healthier if he eats a wide variety of foods. If he has only eaten seeds, it may not be easy to change his habits, but other nutritious foods should be introduced on a daily basis. One day you may find him nibbling on some fresh sprouts or on a piece of carrot or broccoli that has seeds pushed into it.
Of course, a budgie does not eat a lot of food in one day, but you can supply a little bit of several different foods each day.
In the wild, a budgie has to forage for food so give your little guy something to do to find his own food in your home. A busy bird is a happy bird, so hide a couple of kernels of corn under a piece of paper or wrapped in a bit of paper
towel, or just put a piece of paper over top of his food dish. You can weave a carrot green through the cage bars or push a piece of apple into the bars.
There are now several foraging toys available on the market to use in making the food hunt more interesting for your budgie.
Here are a couple of examples of food foraging toys suitable for budgies from amazon.com