It's possible to teach a dog to listen to only me, right? And my family, of course.
For example, when guests come over to the house, I don't want them to tell my dog to do things.
These people are guests in your house. Advise them your dog is in training and ask them not to tell your dog to do things. As guests in your home, they should respect your wishes and leave the dog alone. If not, show them the door. If this is not possible, remove the dog from their presence. Other people meddling with your dog training can create a lot of hard to deal with issues as you are finding out.
I don't want a guest to tell my dog to "sit" but my dog "downs" and then the guest will say "good boy" and eventually my dog might think that sit means down...
Do teach your dog in another language. It will be a bit confusing at first, but he will catch on. My older dog is trained in English, but my pup is training in Czech. The older dog has learned Czech commands just by observation and now knows both languages.
Also when we are outside, I don't allow strangers to pet my dog because they have no reason to... So I don't want them to say "come here" and my dog to listen.
How can I teach this?
Strangers petting your dog has to do with socialization, not your dog obeying their commands. Just where is it that you go that you and your dog are encountering people that are trying to call your dog away from you? Maybe you should stop taking him to those places until he is trained better.
On the brighter side, if your dog is trained in the basics, you can always train him to not go to others simply by telling him to stay, or just say no. Work on this with family members or a couple of close friends. Teach your dog to stay until released. Proof him by having your family and friends call him and otherwise entice him to come to them.
He just turned 9 months. I would tell my dog to down and stay, then my sister's friend, or literally anyone, would tell him to do something and he will. He listens to everyone and I don't want him to. Should I say no when he listens to someone else?
Foreign commands and the release command will stop much of this. Once he has been retaught in foreign commands, you can also start reteaching english ones. When my lifestyle involved more bothersome people than I cared for, I would teach my dogs that all those usual english commands (sit, down, paw) meant one thing and one thing only, stand stay. No matter what the other people would throw at the dog, if he did not know the command, he stood there looking at them, if he recognized the command, he understood it to mean stand stay, and he stood there looking at him. It might seem silly, but it achieved the desired results.
I've thought about using a foreign language but what if someone hears me say it and they try to copy what I say haha. And I've already taught him English, won't it be confusing to change language?
Teach him in a language that is a little more difficult.
All in all, I see your biggest problem is letting way too many people have access to this dog and you are unhappy with the results. It is easier to keep him away from strangers, but in your home when you have guests, you might want to confine him away from the wannabe trainers or if you must have him out and about, tie him to you where you can control and manage him better.
Good luck with your puppy!