Same here. As Adojrts describes things, if it's all gentle and fun for the pup, there is no need to worry about stressing him out. If he's coming over to you like puppies do, you might as well give him a tiny tid bit of something yummy and give him whatever kind of affection he might like. There...you've just reinforced his coming over to you....the beginnings of the recall. If he happens to look at you on his own...or sit, immediately praise and/or treat him or play a game he likes. There you have it, the beginning of a long string or reinforcement you'll be adding to as he grows for sitting or making eye contact with you. And food bowl "exercises" are very important to start conditioning him right away.
I do the same as Adojrts with off leash. I do most of my beginning training off leash.
In the old days, they use to recommend waiting for a pup to be at least 6 months old before starting training. That's because the old, outdated methods (which unfortuantely still linger in some circles) were very serious, strict, harsh and unpleasant...too much for a puppy when they're so tender and young. But that does not apply to positive reinforcement training which doesn't need punishment or unpleasant, seriousness to teach.
Did you just get a new pup or are you going to be getting a new pup? If so, congrats!
but aside from that, where do you start?
