How old are your birds? If they're at least a year old, they're old enough to breed.
It WILL be somewhat different from cockatiels, and I don't know all that much about budgie breeding so it would be a good idea to read up on it on the internet. Here's a good link for starters:
http://www.cutelittlebirdiesaviary.com/ ... dgies.htmlI do know that many budgie hens won't accept bedding in the nest, and if yours doesn't you'll need a good wooden 'bowl' in the bottom of the nest to keep the eggs together and keep the babies from getting splay leg. Some breeders will put bedding in the nest intending for the hen to throw it out, because this 'housekeeping' action seems to help get her in breeding condition. Some breeders don't use bedding during the incubation phase but will add it when the babies hatch. The hen tends to accept it better then, and it provides some cushioning and insulation for the babies.
Here's our article on cockatiel nestboxes and bedding:
http://www.littlefeatheredbuddies.com/i ... boxes.html A budgie uses a smaller nestbox of course, and the part about bedding is iffy, but a lot of the info will be relevant to budgies too.
Breeding is a BIG responsibility. There are a million things that can go wrong, and you need to be strong enough and have the resources to deal with it (like money to go to the vet if there's a problem). You also need to have some idea of what you're going to do with the babies. If you keep brothers and sisters together they'll probably want to make babies with each other when they're older.