How Early To Train

So, we are getting a new Sheltie puppy (Christmas Eve!). It's been 13 years since we had a Sheltie puppy, and I was wondering if I should start training right away? Is there a "puppy program" considered different than regular training? I would imagine the earlier the better to ingrain good habits, but I know you also don't try to teach pole vaulting to a toddler . . . I'm guessing at the very least we wait to start training (other than potty training) until she has gotten used to her surroundings?

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