This is one area where cockatiel owners probably get the most frustrated.
Just how do you go about training your cockatiel? Where do you even start? Those are very good questions and here are some guidelines to follow so the taste doesn't feel so daunting and overwhelming.
It is best to employ a systematic method for your training sessions and follow it closely every day until your cockatiel is trained.
You will find if you do this, that it won't take as long as you might imagine.
Cockatiels are very smart and learn quickly if they are trained properly

• The most important thing to remember when training your cockatiel is to respect his opinion and space.
  If he feels uncomfortable about anything you are doing, back away, give him his space and try again another time.
  If you persist in what you are trying to do after they indicate by their actions that they don't like what you are doing, you then are conditioning them to respond negatively.
  This is called unintentional conditioning.
  
• The second most important thing to do is to reward them when they do what you want.
  Cockatiels love millet, and this is a good reward treat for them.
  By rewarding them with a treat that they don't normally get, it encourages the action you are wanting them to take.
  
• The third most important thing is persistence.
  You should work with your cockatiel every day until they are trained.
  Keep your sessions to around 15 minutes long so you don't tire your bird.
  And do several sessions a day.
  

If you follow these guidelines, your cockatiel will respect you and become more bonded with you as your develop a closer relationship.
Just remember that what you do with your cockatiel is either going to make him love you or make him hate you.
So your methods do make a difference.