Some birds have more dandruff than others, but all birds have dandruff. As new feathers come in, they are covered with a sheath. Eventually this sheath falls off and the new feather comes out.
You can provide clean water for your bird to bathe, and this will help some with the dandruff. Make sure you remove the water after 3 hours, so the bird doesn't drink water or bathe in water that is full of bacteria.