If you have a new bird, he needs to be checked for infections or other physical problems during the first few days. If you've never taken him to an Avian Vet, then, yes, take him now because lots of new birds are already sick. Birds do not recover from illness like we do. They get worse until they die when infections are left untreated.
We also recommend yearly checkups which catch infections or other physical problems early on so they can be treated without the bird suffering too much. When you have birds, you also have to be able to provide medical services, from a licensed and trained Avian Vet, when needed as this is the law.