Patience, patience, more patience.
And remember "this too will pass" when it feels like they will never stop trying to chew electrical cables or escaping out the front door or digging the garden.
All sorts of behaviours came out in Battendog, lasted for a few days then vanished again with only gentle input from me.
Training should be fun. If you (or the dog) is not having fun - get out of that class, regardless of how much you paid for it. If it's not fun, it's not working.
Get them off lead as soon as possible. When they are young they will not run away and it instills such good habits in them.
Don't think they have to play with every dog to be socialised. I let battendog play far too much and he now thinks every dog he sees is a potential play mate. It's taken such effort to get him to focus back on my when there's another dog about.
Take a ton of photos and videos because they are little for such a very short period of time. They grow before your eyes.
You have time. Yes, the socialisation period is important and it's easier to introduce new things when he is young but it is not the end of the world if you haven't ticked everything off before 16 weeks. The dog is still capable of learning after that point and so it doesn't matter if he's not met every type of farm animal or if he doesn't like bath time. Just take it slow and steady and don't panic about not getting everything done in the first few weeks.
Enjoy their puppyhood. Yes, puppies can be annoying and stressful sometimes but, again, they are not like it forever. I should have laughed more and worried less 
.