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Proper puppy socialization and puppy training are essential for all dogs, including the Australian Shepherd. Your Aussie will have no trouble picking up all the basic obedience training commands such as sit, come, stay and down.
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You must be very careful where and when you allow your Aussie off leash. Always keep in mind that your Aussie was bred to herd so those instincts are never far from the surface. For this reason one of the most important commands to teach and proof with your dog is the "recall" or "come when called" command.
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One common theme coming from owners of Australian Shepherd puppies is that they can be very destructive little beasts! Aussies love to chew on things - including your expensive shoes and even your hands. This problem can be alleviated through some proper chew toy training and also teaching bite inhibition.
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Aussies are such an intelligent, sociable and active breed which is great but the flip side is that they don't do well when left alone and isolated for long periods. Separation anxiety can be a real problem.
I recommend Sophie Yin's page Cattle Dog Publishing for training ideas.
I recommend Sophia's book
Perfect puppy in 7 days. See link below