I don't have a sun myself (just a little GCC). This site is a great one for conure advice:
http://www.eboards4all.com/716744/
Very basics:
Suns are loud birds, to many people intolerably loud if they learn to scream for treats or attention. It is best to try to ingnore all excess screaming and right from the start pick some non-annoying sound or behavior to reward with attention so he learns to do this to ask for yuor attention. It is normal for them to scream a little morning and evening, when you first get home after being away for a few hours, when you're getting their food ready, when you're making loud noises like vacuuming. For screaming other than that, I would try looking away, even leaving the room briefly if possible.
Toys - every bird has different tastes it seems. Try a variety of types to see what he likes. They should always have at least one chewable toy (soft wood, paper, palm leaf, ect). No little parakeet sized toys he could break and hurt himself on. Most conures really appreciate having a sleeping spot such as a 'happy hut' or bird tent. Unfortunately it is not unusual for birds to chew on these and get tangled in the loose threads, sometimes injuring themselves. So while they usuually love these you have to be careful with them and always check them for loose threads.

Karen
Chico (conure) and Pippin (budgie)
WI

Thank you so much! Have a wonderful day!^_^