Wearing a soft collar and training to the lead; start as soon as you can. Getting it not to jump up at you and other people and to stop play-biting you, as it would its litter mates, and coming when called, ditto. Puppies vary in age when they can learn, dependent upon breed, and you'll soon see with yours when that is, but they all learn those pretty quickly and from early on
As to the rest, e.g sit, stay, stay at a distance, you can start when the pup is typically 5 months. More advanced stuff, sheep dog trials, Cruft's obedience, agility training, heelwork to music, it's probably best to start when the dog is grown and used to the simple stuff, say 10 months or a year