My puppies have always LOVED training, from the time they could walk. Never had a single dog that did not dance every time I pick up a leash or the training bag.
I know of certain training methods that IMO should not be applied to any dog of any age, but certainly not a puppy.
I've had many puppies of 5-6 months that would just dance through all the individual exercises for a CD with a big grin on their face.
Training for very young puppies and dogs should always be fun. There is a time and place for polishing formal things with a bit more correction, but that's almost never necessary time with the youngsters.