I have two budgies (they turned one year this april) and two sun conures (9 months) sharing a room. They have two separate cages, where they sleep at night but fly around freely during the day. I have a room full of toys, bird trees and nets with toys hanging under the ceiling.
Yesterday I found two cracked eggs on the floor under a tree.
I went to the store and got the nesting box, and put it inside the cage, but my budgies want nothing to do with it other than sitting on top of it. I put millet spray outside and inside, and pine shavings inside... I kept both budgies inside the cage yesterday, but they stay outside the box.
Is there anything else I need to do?
I want my birds to be happy:-)
PS they have cuttle bone and mineral block. And on Harrison's pellets and seeds. I have fresh fruits and veggies outside of the cage for them, but they wouldn't touch anything but seeds and pellets.
Also, do I keep them locked in their cage or let them fly? The current cage they have is 14x26x22.5.
Thank you for your help!

If I'm reading your post right, the two budgies are in separate cages? If so, it's very likely that these eggs are duds, not fertilized.

Unless they are a bonded pair, they will not do well with nesting. They'll fight over the nesting box, or will completely ignore the eggs. Only a bonded pair will successfully breed. Not all birds bond. An un-bonded pair can breed, but normally it won't be successful, and the eggs will either not hatch, or the hatchlings will die shortly after.

How do they get along when they're together?

If you're not comfortable breeding your budgies, you can try egg inhabition. Keep the room they're in dark for at least 12 hours a day. Birds in the wild only lay eggs during the spring and summer. Domesticated birds lay eggs more often because of the warmth in our homes, and the light. They are programed to think it's spring or summer all year round. Keeping the room dark for at least 12 hours a day, will trick them into thinking it's winter, and will stop them from laying.

If you'd like more specific info, please feel free to ask.

I have two parakeets and when I first put in a bird house/ nesting box they were both scared to go inside. What I did was I would put both birds inside and hold the house in my hands. I would cover the hold with one finger so they can see out but can't get out. They would make a yelling noise but would eventually stop. When they stopped I would uncover them, put the house back in the cage and repeat that every day. About a month later they were in and out enjoying their new house.