Baby budgies do this when they are hungry and asking parents for food. It could also be a sign of a medical condition like parasitic infections or seizures.
The bobbing of the head among female and male budgies is a method of courtship, and if the male succeeds in impressing the female and she enjoys the dance.
Sometimes, budgies may bob their heads when they are in front of a mirror because they believe they see another one!
This type of behavior could be due to an underlying medical condition and may be attributed to a mental disease of some variety.
First and foremost, we want to stress that your veterinarian will have the best treatment plan for your budgie if, heaven forbid, he or she gets sick.