It is true. We had a cockatiel that would play hide and seek. We would close our eyes and count and he'd go hide somewhere in the apartment and sit there quietly until we "found" him. Unless we had pizza, then he was sitting on a knee, eating the crust off the plate. Birds are crazy.
Back in the days we had a canary. His greatest hobbies: Imitating the typewriter and sitting on your shoulder listening to telephone conversations. That little fellow was really intrigued by the telephone.
I have a flicker (type of woodpecker) that raps on the metal gutter above the window by my computer desk almost every day lately. There are plenty of trees around but for some reason he likes that gutter. You'd think it would hurt his head cause he hits it hard!
I have 5 cockatiels. (Started with a bonded pair. Guess what happened.) They all live in a huge cage that was probably meant for larger birds. I've recently discovered that they really, really love paper bags. I'll put one in the bottom of the cage, and they start chattering away to each other about it, and then go down to investigate. The old man of the flock loves playing hide and seek in it. They proceed to chew holes in it over the next few days, until it's time for a new bag.