They're not all terrible, my dog was lovely as a puppy, very easy to house train, slept through the night really early, never chewed anything inappropriate. She was so easy.
However, do be prepared for adolescence at around 8 month, later for larger breeds, that's when my dog, and to be honest most dogs, became 'challenging'.
Start the training from the word go. Not just the house training but sitting, recall etc and be consistent.
Decide where you're not going to allow puppy to go: upstairs, on the sofa, beds etc and again be consistent - make sure everyone in the household is consistent with these things as well.
Puppy proof your garden, if you have one. Block any escape routes - puppies can become surprisingly slim when wriggling through holes - and make sure there is nothing poisonous that puppy and dig up and chew; it's surprising how many common plants are poisonous to dog, things like daffodil bulbs for instance.
Get good insurance from the beginning, even is you have some free insurance from the breeder, set up your own. Make it lifetime cover and get the highest level of cover you can afford.
Find a good vet, ask around and research it.
Look for a good training class. Again, research this well and only go to a training class where they use positive reinforcement. Book ahead as good classes will fill up quickly.
Build a strong bond with your puppy, this takes time and effort; don't feel you're failing if you don't feel you're bonding overnight.
Making training fun and rewarding for you and puppy is one of the best ways to build the bond so enjoy your puppy.
It can all seem a bit overwhelming at times, but we've all been there, and if you do feel a bit overwhelmed it's perfectly normal; read the puppy support threads on here.
Most of all enjoy the exciting journey ahead.