Going up seems easier than going down at first but I bet your pup will be a stair master before you know it. Wouldn't hurt to keep a watchful eye on the pup as he gets used to most anything for the first few times.
For me, the slippery wooden floors in our kitchen caused me the most concern as our pup would race around the house doing victory laps. On occasion she would lose her footing and make me a bit nervous about possibly hurting herself. I'd tell her to slow down and no running in the kitchen....good thing she wasn't holding any scissors.