I'm in the same situation as you and I never did. My birds eventually learned their way around and know where they want to go now. I'm sure there is a way to slow him down, and if you can find it I would recommend you do it, just to keep him from hurting himself.
here is a picture I found on the internet about clipping which parts of the wing. it isn't very nice to clip your budgie's wings though. they cant exercise like they can when they have the flight feathers. flying is the main way a budgie keeps healthy.
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I would not clip as he may get more accustomed to the room and not crash. Also be aware he may sneak out with you as the door opens and be a dog toy. They depend on us for their safety and are better off in a cage most of the time getting out only when the door is locked and you spend some time with it.
It's your call whether or not to clip its FLIGHT FEATHERS. Since you let it fly outside the cage, I would say not. I would think the biggest concern is that the bird flies into the window, not the wall. I would make sure curtains are covering the windows when your bird is out of its cage.
I had a Conure that used to perch on my shoulder, that decided to fly into a huge tree in our yard when I was getting the mail. It was not hand raised and not very affectionate, but there was a training-level trust between us. I ended up climbing the tree, miraculously balancing on a branch and I was able to grab him/her. He/she bit the hell out of me, but I brought him back inside.
No. He will learn his way. My bird is such an expert now he comes over and hovers in front of my face like a hummingbird. :) Just try to let him out daily.
They were clipped when I got him as a baby but now they've grown in. He's confined to my large bedroom when he's out because of the dogs and it's safe to fly. There's no ceiling fan and I never have windows open. My only concern is that every now and then he crashes into a wall because he can't find a place he wants to land. He slows down as much as he can and he's never had a hard fall but I'm worried he may hurt himself. I'd feel bad cutting his wings because he really likes sitting on top of the curtains and I feel like he gets good exercise when he's flying around. I never have a problem getting him back because he really likes being with me. He's still young so I don't know if he just hasn't mastered the flying skill yet or if I should just clip his wings.