Hi and congrats. This is a great forum, btw. Lot of experienced members here who give excellent advice. I am a first time puppy owner myself.
Since you just got him, let him get used to you and his new home first. It is okay for him to be shy, that is a great way for him to bond with you and take his cues from you. Also, some puppies do sleep a lot more than others, mine did and I thought something was wrong. As long as they are actively playing when awake, eating well and doing their business its all okay.
My advice would be to let him sniff around, chase balls, eat out of your hand, etc. and be a puppy, And you can incorporate simple commands like sit and down into his playtime for now. A lot of youtube videos on that. I like the guy named tab289, and also some of the other clicker training videos. This is something you can start at home right now and not wait for the training classes.
As for leash walking, let him get used to walking on leash at home first. He should get comfortable being on leash. Just treat him for following you around and keeping step with you. As for walks, I read on the forum that quite a few puppies dont like to leave their home and property. Mine still doesnt like to go for walks. We drive him to a park and walk him there.