Help him relax when he comes home. When your puppy gets home, give him a warm hot water bottle and put a ticking clock near his sleeping area. This imitates the heat and heartbeat of his litter mates and will soothe him in his new environment. This may be even more important for a new dog from a busy, loud shelter who's had a rough time early on. Whatever you can do to help him get comfortable in his new home will be good for both of you.
Teach him to come when called. Come Jasper! Good boy! Teaching him to come is the command to be mastered first and foremost. And since he'll be coming to you, your alpha status will be reinforced. Get on his level and tell him to come using his name. When he does, make a big deal using positive reinforcement. Then try it when he's busy with something interesting. You'll really see the benefits of perfecting this command early as he gets older.
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.