Your dog will have a long-term relationship with its leash, so you'd better start it off right. Leash training is generally a slow process, but patience is required for success. A puppy should be properly trained, or else it will pull on the leash, risking harm to its neck.
Attach a collar to your puppy as soon as possible. Leave the collar on for awhile so it gets used to the sensation. It's best to put the collar on when the puppy is engaged in other activities, like eating or playing. Don't remove the collar when the puppy is trying to get it off. Also, don't use a choke chain with a puppy.
Attach a leash to the puppy when it is used to the collar. Just like the collar, you want the puppy to become comfortable with it being attached, so clip it on to the collar and let the puppy drag it around. Start with a string or thin rope if the puppy is afraid of the actual leash.
Lead the puppy around on the leash in short sessions. Pick up the end of the leash and let the puppy walk around your house, and later out outside. Don't yank the leash during these sessions and give the puppy lots of praise when the leash is loose. Hand out treats to help teach the puppy to follow you when you are walking.
Go on mini-walks. The goal is to show the puppy that a loose leash is ideal. When the puppy tries to pull you, stop walking to show it that pulling doesn't work. Eventually, the puppy will learn that it won't be able to move unless there's slack on the leash.