Taking your parrot outside has many benefits. Not only is natural sunlight essential for your parrot, they need 15 minutes of sunlight every week, but it's also a great experience. Many parrots that are housebound for many years some day when they need to be taken to a vet, to a groomer, they need to be taken to someone else's home or left with someone to watch them, they freak out because they've never been outside the house.
The outdoor environment teaches your parrots to be comfortable and aware of things that are going on. It greatly desensitizes them. It exposes them to many different people and situations and makes them all around better pets. However, this doesn't mean you can just grab your parrot, throw on a harness and take him outside right away. You need to desensitize them to the process a little at a time.
A good way to start is to take your parrot outside in a carrier the first few times so that it's enclosed and can feel safe. Once your parrot is comfortable with that, whether it's clipped or flighted, it's a good idea to put a harness on your parrot to make sure it can't fly away in case he gets scared. And you just take your parrot outside wearing his harness.
And the first few times you do it, you might want to even cup your parrot around, keep him from being able to fly away. You might want to hold his leash real close. By doing things like this, you ensure that your parrot's first few experiences going outside aren't going to turn out bad.
If something outdoors scares your parrot, and most likely in the first few times you take it outside, it will, you don't want your parrot having a bad reaction of flying off and crashing into a pole, crashing on the ground, getting hurt. So, by holding the leash or even cupping your parrot for safety the first few times reduces the likelihood of an unintentional fly off and reduces the possibility your parrot will be scared of outdoors in general.
So, by ensuring that the first few time you take your parrot outside are harmless, over time you can do trick training and some target training outside. You can take your parrot to more places and have more experiences. Introduce it to people and let it enjoy the sunshine of being outdoors. Taking your parrot outside is a very stimulating and exciting experience and it's both mutually beneficial to the parrot and human alike.