Your puppy's experiences during the first 3 to 4 months of their life will strongly influence their future behaviour and well-being. You will never get this opportunity back, so make the most of it.
In order to become a happy, confident and social dog your puppy needs to meet lots of different people doing lots of different things, other dogs and other animals, and all those things that make up our every day lives.
Early training, in short sessions and with lots of positive reinforcement, is very beneficial. It will set your dog up for success in a human world from the start.
Encourage and reward the behaviour you want from the start
Teach your dog to be at ease with being handled, confined and having equipment put on them.
Your dog will be much more comfortable with vet visits, grooming and similar body handling if they are taught to enjoy various procedures, equipment and confinement early in life. In fact it can prevent fears and anxiety from developing and should be considered a standard part of socialisation.
Video: Teach your Dog to Enjoy Nail Trimming by Kelly Cottrell
Video: Teach your Dog to Enjoy Teeth Brushing by Kelly Cottrell
Muzzle Training for the Vet: a "Must" for every Dog Owner, by Maureen Backman, The Muzzle Up Project
Video: Teaching Your Dog to Wear a Muzzle by Chirag Patel
Video: Condition Your Dog to Like Wearing a Head Halter, by Jean Donaldson
Do not overwhelm your puppy. If they appear in any way worried or reluctant, give them space.
It is always better to go at the dog's pace and give them a positive experience than coerce them and risk that they become fearful.
For example, meeting several strangers at once can be too much for your puppy. Do not allow people to approach or handle your dog if the dog seems scared. Never force your dog or you may create fearfulness instead of preventing it.
Puppies have a much shorter attention span than adult dogs. Keep training sessions brief, alternate them with play sessions and have tasty treats. That way your dog will always love training.
Your puppy learns all the time, with or without your direction. By rewarding desired behaviours from the beginning, even if they are just baby steps towards the desired behaviour, you can shape the dog's behaviour in the direction you want. Early training also increases the bond between you and your dog, builds your puppy's confidence and makes future training easier.
Additionally to teaching your puppy sit and drop (down) focus on impulse control behaviour, i.e. stay, wait, leave it, walking on leash and coming when called. If you build these skills early, you and your dog will have a lot less trouble in the future.
Read more about training in the 'Dog Training' section.
And here are some resources on house training:
House Training 101, webinar by Helen Verte
House Training Your Puppy by ASPCA
Never physically or verbally attack your puppy, no matter what they do. This is likely to make your puppy afraid of you instead of building trust.
If your puppy engages in behaviour you don't like, either ignore the behaviour, so it does not get reinforced, or walk away and ignore the dog for a minute. You will have to repeat this consistently until you notice a change in your dog's behaviour. A good puppy class or dog trainer will demonstrate exactly how to do this.
Always remember that your dog is not human and will never understand why you disapprove of their behaviour. Punishment in form of time-outs or withholding of play or treats is bad enough for a puppy (in fact for some it can be too stressful). There is never any justification for scaring, intimidating or hurting your dog.
Spend lots of time with your puppy and build a close relationship based on trust. Exercise them according to their age, play games and provide toys. It is much better, and easier, to train a dog who is mentally, emotionally and physically healthy.
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Companionship is absolutely essential for your puppy. Include your dog in family activities and take them with you whenever you can. Do not confine your dog to the outside yard or leave them alone for too long.
Play with your puppy so they can engage in natural dog behaviours such as chasing (ball), chewing (chew toys) and tugging (tug toys). For more strenuous exercises, such as jogging or cycling with your dog, wait until the dog is fully grown to avoid injury.
How should I exercise my puppy?, RSPCA Australia