I had a parrot once. I have the following to say:
Parrots should never be physically confined, either by cages or (god forbid!) chains. If they like you, they will hang around you on their own accord. After a while they seem to regard some humans as family. Mine would follow my mom around like a dog.
As far as I know, they do not surf wind drafts, but they do require exercise. Therefore, you should have an open space. Either that, or take it outdoors at a safe location (no roads!) for it to fly. But most importantly, let it climb some tress, they love it - even more if it has fruits or seeds. It was difficult convincing mine to get out of trees - we usually had to resort to bribing.
They can eat human food to some extent, mainly fruits and grain. I had trouble with parrot rations, because it was very picky and only ate what it wanted to (mostly the peanuts) and left the rest.
If you do get a parrot, get a couple. It makes them happier and safer (a cat might attack and seriously hurt one - but it is unlikely to kill). A cat attacking two parrots would die before doing much.
I don't really think that a pet parrot would be unhappy per se, provided the above holds. I can agree with RMS when he says that wild parrots would become unhappy.
Unfortunately, mine was a wild one. What's more, judging by the behavior, he seemed to be the leader of his group - the others seemed to follow and imitate him. However, it was also the most docile and appeared to be the happiest one. The others didn't seem to be so well. But we did treat him as well as we could.
The vet could not determine the cause of its death. I get the impression that, since it is an uncommon pet even here, he didn't have any previous experience. I think whatever it was, an experienced vet could have saved him. And I found years later that sunflower seeds have to be eaten in moderation, as they are very fatty.
I am having a hard time using the pronoun "it". His death haunts me to this day and it's been almost two decades now.
I never got any other pets.