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.
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.
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.