At some point in your cockatiels life, they will need to be held in your hands (or someone else's) to have their wings clipped, their toe nails trimmed or even when they need to have drugs administered by a veterinary professional.
If your cockatiel is tame, handling will not pose a problem. If however, your cockatiel has never been held before, it is normal for them to become very nervous in this situation, don't be surprised if they try to take a nip out of you.
It's best to use a glove to handle a non-tame cockatiel. Make sure you close all the windows and doors that the bird could make an escape for and dim the lights. Use a cloth, soft blanket or a net to catch the cockatiel and talk to it in a calm voice. Never just run up to the bird unannounced and try to catch it, you will only frighten the bird.
It is best to handle the cockatiel by placing your hand around its back so you cup their wings in your palm and hold the bird's head with your thumb and finger.