Those little white spikes are pin feathers. Yes, new feathers. Yes, they are painful and itchy. That is why he had been rubbing his beak and head on his perches, and he seems grouchy/angry. He is starting a molt and is uncomfortable. itchy itchy ouch
Baths tend to help while molting. The water softens up the pins and helps the itchiness. I know he's new, but you might want to start offering a bath. Or at least some dripping wet greens to bathe on. They like to roll and rub on wet greens. Like romaine or green leaf lettuce and parsley.