Last night, as I was putting the parrots to bed, Max flew to the stairs and then ran into our bedroom. She doesn't like to go to bed and would stay up all night if we allowed this. Of course, she'd then be extremely crabby the next day. This is in contrast to some of our other parrots, especially Calypso and Basil, who eagerly go inside their cages to nap when they're tired.
Smart parrot that she is, she ran under the bed, as we have a harder time reaching her, especially if she stays in the middle of the bed, since our arms are only so long.
This did not appear to be nesting behavior (it seemed to be "I want to stay up late" behavior) but since she is 10 and therefore mature, we'll have to keep an eye on that.