Congrats! They are so cute when they are young (but they are more fun when they are older so it all works out lol).
I would say for us we never realized that a puppy might not "know" how play (biting and shaking pant legs don't count..she was very good at that) so it took some time before she learned how to play with us properly.
Landsharking was worse than we imagined but then our dog was very resistant to everything we tried...not to worry..even the worse of them will improve eventually.
Everyone talks about teaching commands like sit but teaching your dog to lick instead of bite sooner rather than later is something you will really appreciate (put something tasty to lick off your hand and before you give it to them say the command..we chose "be nice" but it really doesn't matter what you pick...and then let them lick...repeat often). Also teaching "watch me" is another really important command to start teaching early.
Buy lots of toys but only have a few out and rotate them to keep your pup interested...Aussie naturals makes some really great leather toys...leather toys survive puppy shark teeth a lot longer than other toys. Also, antlers are a something we wished we had discovered a lot earlier (at least medium size and not the halves they sometimes sell)..they last and shouldn't splinter.
Dogs are my favorite people. ~Richard Dean Anderson