First question have you done a "search" to make sure there are no breeders in your area. Not all breeders are well publicized and there might be one you have never heard of.
Three months of age would probably be a great age to start as long as you are sure of the age. This would be shortly after weaning and should be easier to get used to human companionship. Most birds that are not tame will act skittish and flighty when people are around but I would check more than one petshop to make sure the temperments of different birds. We have one pet store that handfeeds any birds they get in and the birds are really tame when they sell them. They also make sure they are completely weaned before selling. If possible try to find a pet store that specializes in birds and has clean cages, full food and water dishes, and active birds. You do not want a bird that is so scared it flies into the walls trying to get away any time it even sees a person but you also do not want a bird that acts so lethargic or tired that it just sits there no matter what is going on.
Male or female? There are a lot of good points to both. Some say females tame quicker while males talk more. I have had females talk and very tame males and also the opposite. It really depends on their care and handling and not so much on the sex of the bird.
Make sure you do a lot of research before purchasing. Have a good size cage for it. Do not go with the minimum size suggested as they are usually too small. Get a cage with 1/2 inch spacing between bars and make sure the bars go from side to side instead of up and down to allow climbing. Make sure you can supply several toys both in wood and hard plastic with bells or noise makers. Also make sure you can take the bird to the vet when you first get it for a complete checkup. Then if the bird is not healthy you can either take it back as most stores will let you if tests show sickness, or you can get the bird treated to make it healthy. Research on the types of foods to feed. They do not need only seeds in fact seeds should only make up a small portion of their diet, if they are already being fed seeds you will need to slowly switch them to a diet of fresh foods and pellets. Yes they eat seeds in the wild but usually different ones than we offer, they also get a lot more exercise as they are forced to fly to find the food and the seeds they get are fresh not processed and bagged for however long! Pellets and fresh foods offer a much healthier diet.
Sorry to go on so long. If you have any more questions feel free to ask and hope this answered the questions you already have.
Stephanie