Hi,
I agree with Melysia. Cockatiels are flock birds and call out to other members of the flock to make sure everyone is ok. Until a few months ago I had two cockatiels (one male and the other female) and if either one was out of sight of the other they used to scream and scream until they were together again. We lost Kiwi unfortunately and have now got another bird (a sun conure called Sunny) who keeps Coco (male c'tiel) company (not in the same cage though!) but Coco will still call out if he can't see me or Sunny so I just give a short whistle back basically saying 'i'm fine, everything's ok'! It calms him down straightaway in most cases. Good luck
