First, make sure your puppy is comfortable wearing a leash. This can feel strange at first, and some puppies may bite the leash. Give your puppy treats as you put the leash on each time. Then, stand next to your puppy with the leash in a loose loop and give him several treats in a row for standing or sitting next to your leg. Take one step forward and encourage him to follow by giving another treat as he catches up.
Every dog needs to learn to walk on a leash. Besides the fact that most areas have leash laws, there will be times when keeping your dog on a leash is for his own safety. Learn how to introduce your dog or puppy to the leash, then teach him how to walk properly on the leash, even beside you on a bike. A loose leash walk teaches your dog not to pull or lunge when on the leash, making the experience more enjoyable for both you and your dog.
Just as a child needs a caring parent; an athletic team needs a coach; your puppy needs a leader and a clear social hierarchy. If you do not take up the role of leader, your dog will; and you will end up with an unruly, disobedient dog. Many people try to win their new puppy's love by letting the puppy always have its way. Buckets of affection is a wonderful thing for most puppies, but it must be tempered with respect.