Going for a walk with your dog should be an enjoyable one, not one filled with frustration and yelling on your part, and confusion on the dogs part. Remember, they can only understand what you've taught them to!
Starting when they are a puppy (usually around 6-8 weeks), you should begin condition them to be comfortable with a collar, and then a leash. Let them sniff it and check it out. Put it on without making a big fuss, and take it off if they really get upset. They should not associate it with a stressful event. Once you have the collar on them, let them walk around with it on until they forget about it again. You should repeat this several times before adding in the leash.
Take the same approach getting them used to the leash. Let them drag it around behind them (but do not let them chew on it!). Once they're comfortable with it, you can begin taking them outside, preferably in the back yard or somewhere they are already comfortable.
Let them explore a little, then call them back to you. When they come, reward them. You want ingrain in them that a loose leash = praise or trees.
Once you start walking with them, continue to reward with trips when they return to you. Luckily, with puppies you can usually outwalk them, so they do not get used to being at the end of their leash. Condition them to stay right near you by being unpredictable with what direction you're going to go in next. If your dog is paying attention to you, then they can not be paying attention to what's just out of reach, right? Remember, dogs are pretty one-track minded creatures, so use that to your advantage.
Even once your puppy is pretty consistent about staying by your side during your walk, continue to change things up once in a while. This reminds them that you are in control, and that they need to pay attention to you, or get left behind.
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