Here's a link to the book on Amazon:
http://smile.amazon.com/Getting-Started ... 890948152/Some birds get tired of having the same treat all the time and will be more motivated if you change it. You just need to pay attention to how your particular bird is responding on that particular day. If his response to a piece of walnut is "meh" when he usually loves them, offer him something else and see if he's more interested in that.
Birds learn very quickly that the click means a treat is coming, and after you've done the click-and-treat half a dozen times they've usually started to understand what's going on. They probably won't do anything that lets you know that they understand it, but you can start the real training anyway. If there's anything that still isn't quite clear to them they'll figure it out soon enough.