I have a pigeon, now what?

[Laraye]

A pigeon was sitting in a store doorway and walked right up to my large dog. I picked it up thinking there must be something wrong for it to be so not afraid. I brought it home and put it in a bird cage I have. I know nothing of pigeons, I have cockatiels. I put a ledge on the perch as it doesn't seem too steady on a perch. I am giving it wild bird food. Now what? It has no bands, flies well, but is just too tame to be wild. What should I do? Does it need grit? Special food? How do I know if it is male or female? HELP!!!