When introducing the leash, attach it to your puppy's collar and let them explore. Follow along, and if they pull too much, say "NO" and guide them back gently. This will teach them that pulling doesn't lead to their desired destination, but staying close to you does.
After several days, begin directing your puppy with soft leash tugs and the command "LET'S GO" to capture their attention. Prevent them from sniffing around too much and encourage them to keep up with you.
Puppies respond well to training that involves excitement and commendation for following commands, particularly when given in a high-pitched and cheerful tone.