In the first few weeks after I bring home a new puppy I work on teaching name recognition, reinforcing focus, short recalls, sit, down, touch, find it, and walking with me (off leash around the house) using a treat lure. I like to teach an automatic sit when I stop, and I'll introduce "wait".
I also work on retrieving by rolling a ball a couple of feet and encouraging the puppy to get it and bring it back. Tugging is good too - you can teach her to give up a toy on cue by holding a treat right up to her nose, marking it when she lets go of the toy, and then giving her the treat. I do trading games so that the puppy learns to trust me, and won't develop resource guarding behaviors.
I don't worry about stay right away, that usually follows a bit later, (although you can teach her an implied stay, where she's to remain in position until released), or tricks like rolling over or shake, but there's no reason you can't do them sooner if you want. Introduce a release command, and impulse control around food. I like this game - it's sort of a default "leave it" where the puppy learns that he can get what he wants by leaving it alone and focusing on you instead:
I use some of the puppy's daily kibble as training treats and spend some time every day working with them. Training sessions should be very short as a young puppy will have a very short attention span, and be sure to keep it FUN! Most of my training around the house is off leash, but you can have her drag a leash around to get her used to wearing it, and it's also handy to grab if she tries to wander off or you need to run her outside for a potty trip.
I don't have a particular order I teach things and I don't believe it's necessary to do one or two things at a time before adding anything else. I spend an awful lot of time just hanging out with the puppy, marking and rewarding any behavior I like and want to encourage. The more behavior is reinforced, the more likely it is to occur.