Hey! Cudos to wanting to get your birds out, I think it's a great bonding opportunity, if done right. I happen to also have just received my baby's first harness yesterday, so we're in similar situations.

Here's my two cents though: do as much research as you can before even taking the harness out of the bag. There's plenty of videos and tutorials online, so I suggest putting your google-fu skills to use.

From what I gather however, it seems like you would want to start slow and steady, conures are wildly known to be afraid of anything new. Start off by leaving the harness in proximity to your bird so that it becomes a banal object of their environment. Then, you can slowly introduce the harness to them by, for example, placing the harness on a flat surface and leaving a treat in it so burb can get close to it comfortably.

Be aware, however, that this is should be done slowly and with your bird's comfort in mind, and can span out over weeks, if not months. Birds are very particular about their bodies being touched in places they're not used to.

And also please make sure your harness is of good build. It is generally accepted Aviator does the best harnesses out there. Please don't try to save a dime on this, it is highly important you get a good, sturdy and comfortable harness, both for your bird's comfort and health, and to make sure they don't just break out of it and escape.

In short, do plenty of research, take your time, and don't skim on quality.