Always cover your windows ALWAYS.
70% of budgie deaths are caused by head/neck/bone injury when they kamiekazi into windows.
As for taming, with patience it can be done. Its important NOT to let the budgie "win" by not achieving something. I nipped Eddie's fears in the budd straight off. He was nearly 5-6 months when I got him & he was finger tame in 3 days & flying around in a week.
Its VERY important to establish dominance to your bird with the Step-Up command BEFORE letting them out, or you simply stress them trying to recatch them. Few birds will go back in thier cage first outings.
Having studied animal psycology, eye contact is the most important thing to an animal. Try standing by the cage, hands draped inside, and slowy & gently follow them with your hand, making no effort to poke, grab or entice, and all the time, slowly wink & squint your eyes at them. This broken eye contact tells them, you're not a threat, youre not a preadator, you're not going to hurt them, and slowly but surely they should begin to respond with return winks & squints. This is them saying "Okay, I trust you enough to close my eyes." In a nutshell.
Keep this up until they make little effort to run from your fingers. Praise them when they respond with winks or by staying still. Then, when you're ready, slowly raise your finger to one of thier feet, gently brushing thier toes & say gently but firmly, "Step-Up!" Expect them to run away, but it's very important not to give up. Persevere until at least one toe is on your hand, then praise & give them a minute break, come back & try again, following this pattern. You'll have them sat on your finger in days.
Once they have nailed the Step-Up, you can slowly start to try bringing them out of the cage. Expect them to fly back in, naturally. Be patient, keep up the winks. Slowly bring one out & do a Step-Up ladder with your fingers outside of the cage, get them used to it outside. Once out fo a cage birds will try to re-assert dominance & refuse to accept commands as well. Nip this as quickly as possible & keep going to them & trying to get them to step up while outside. Then, so they dont associate going out with having to come back in again when you ask them to step up. Get them to step up, move them a short distance to a treat, such as a millet spray.
Keep this up, and best of luck