When I got my rescue / rehome dog to start with I let him get used to me and my house. My dog was toilet trained, but I took him out to the garden regularly in the first few days and praised him like you would if you were toilet training from scratch. He wasn't allowed in the garden unattended until I was sure he wouldn't escape.
We went on nearby on lead walks. We did loose lead training but not for the first couple of weeks (as he was so excited to be out and about) and then not at the start of the walk to let him get some energy out so he could concentrate. I think you have to be guided by your dog a bit.
We practised basic commands (sit, recall, recognising own name) in the house first, then in the garden, then out and about - so you're building up the amount of distraction. I didn't use a long-line until he'd gotten some recall - be aware that they can pull you off your feet if they start running on a long-line. And a long-line should always be attached to a harness rather than a collar so they don't hurt themselves. I then used a trailing long line as his recall progressed. But again start somewhere quiet and then build up distractions. Take super yummy treats for recall training and make yourself exciting so your dog wants to come back to you. I'd also recommend recalling your dog a couple of times during a walk, giving a treat and then letting them run again - that way your dog doesn't think I only get recalled when the fun ends (and do the annoying you can't catch me dance). There's also recall games you can do.
I booked a couple of one-to-one with a good local positive dog trainer to help with a couple of things I was unsure about - I was also a first time owner. It was a lot about confidence and advice for me. About a year in we started a tricks class which has been brilliant - my dog loves it and it's been really great as he's learnt to focus on me in the presence of other dogs. There's other things like agility if you fancy that down the lime.
The other thing I'd recommend is teaching your dog it's OK to be alone, not immediately, they need to settle first, but it's useful to get them used to that (for me vital as I live alone). I'd also say its great to get them used to eg their paws being handled (for nail clipping) or eg their ears being touched (in case they need them cleaned). Again I'd wait til they'd settled. I just did it by teaching him paw and treats - my dog is very food motivated!
I am sure I've made lots of mistakes. Maybe make a list of commands and tackle the most important to you couple first. Otherwise don't be afraid to ask for help / advice from a good positive trainer if needed. And have fun. There will be times when they make you want to cry / die of embaressment / give them away and you wonder what the hell you've done. But equally they're a great companion and there's times you feel proud of how far they've come or realise they feel safe with you or feel all gooey inside because they look so happy, are doing normal dog stuff and you know you've given them a good life.