As far as I know, crows are the first species witnessed using tools since Dr. Jane Goodall discovered chimps using tools and debunked the theory that tool use was a distinguishing feature of humans. I've seen another video where the crows are given materials and they have to make their own tools. You can see them make a tool and use trial and error to test and improve on it until they get the reward. Incredible stuff.
As for Alex, I have wondered whether or not his asking to stop the exercises was boredom or stress. Throughout his life he was often in poor physical condition- lots of feathers that he had torn out of himself, which I would interpret as an indicator of stress. I haven't watched enough of his handler's discussions to see if that was ever discussed. They say Alex has the capacity for reason equivalent to a 5 year old child, which is just amazing. He would ask questions unrelated to his present situation which shows a totally different relationship between an animal and its experience of time and the world than we considered before.