It is never too early to start training your puppy. Aside from preventing predictable problems, socialization* and training also helps to build a relationship between you and your puppy. Training is a way of making a connection through communication and having fun together. As you teach your puppy basic life skills (sit, stay, down, come, etc.), games, and perhaps a few extra tricks, you will be building a life long relationship together.
*Socialization is the act of exposing your puppy to the world. It starts at birth and this critical period ends after 14 weeks of age. Socialization involves introducing your puppy to new objects, places, people, and situations. This needs to be done in ways that help your puppy learn how to respond to and interact with these experiences appropriately without causing fear.