The "step up" command is the most important thing you can teach your pet bird, and is something that every pet bird should know and respond to. Some birds need more practice than others, and some birds may even have behavioral issues such as aggression that cause owners to put off teaching the step up command -- but it should be an eventual goal for all birds and owners to work toward.
Check out this video on Training Your Bird to Step Up to see exactly how a training session should go for you and your pet. When you're done, take a look at my step-by-step instructions and training tips for teaching your bird to step up. Becoming familiar with the basics will help you maintain your confidence when training with your own bird at home.
Photo (c) 2010 Alyson Burgess licensed to About.com, Inc.