We used to have an African Grey Parrot and man was it fun to spend time with her. They are very smart which means that they sometimes comprehend the situations they're in and react accordingly.
I would always carry her on my shoulder, and it was really entertaining how she repeated what she heard from me and my family.
There was this one time when she started speaking to herself in the balcony and we heard her talking about a "gun". She would often repeat what she heard from people on the street, and we were used to it, but hearing about a gun, well, that was quite the thing to hear. Everything was good though, and we had incredibly fun times until my grandma started getting allergies from her and we had to gift her away... So sad, so very sad.
It's those fun moments and situations she created that made her one of, if not the best pet I've ever had.