swaying kiki

we just got our cockatiel kiki on monday and i have noticed that when you call her name she sways back and forth and starts to chirp she then starts pacing as if she wants to come out,what does the swaying mean and should we let her out,the family we got her from has only had her since march 31st,they couldnt keep her because there dog didnt like her so she has never been out of her cage i dont think she has even really bonded with anyone so my daughter is hoping to try and tame her so any advice on that would be great as well !!