Ara Mr. Max is very confident talking to the owner. The conversation is only one of possible variants of joint sessions with the bird and a key factor in learning is trust.
When the bird sees You as friend and companion, she would be interested to copy Your actions, behavior, learn from You new things, including conversation. How to win the trust is a separate big topic.
Here are the most common mistakes made by novice owners: attempts to seize the bird hand, the violation of the personal zone of Your pet, sudden movements, shouting and other actions which frighten the bird, trying to force things and to gain confidence in one day.