Golden Retriever puppies are absolutely horrible. They lunge and snap and bite, and they curl their lips, and they're probably smarter than the average human. And that can last a really long time (3 years before they're 'mentally' adults). So do be prepared for that. I'm not saying that to put you off - but everyone always says puppies are hard work, and they are, but with Golden's it lasts even longer than most. It's not just the first month.
When it comes to teething and biting. Don't yelp. Please don't yelp. In my experience it encourages them. Just ignore and offer them a toy. Or say no and offer them a toy.
Now, onto the important things:
Training can, and should, start on Day 1. They can easily be housetrained in a week if you are consistent (no puppy pads, outside every after every nap, game, drink, meal and then roughly every 30minutes or so). Use a 'cue' word for them to associate with their toileting and reward them whenever they toilet outside.
Use meals to feed them by hand so they associate you with food, and also use their meals to train them - sit, down, stay/wait, and recall are all good places to start. Also teach your dog to 'leave' things. So if they are chewing something you don't want them to 'leave' and then offer them a treat.
Invest in a house-line and limit how much space they have and also to provide you with some control over the little git (it's easier to grab a line than to grab a puppy).
Decide where the puppy will sleep - this one is important as Golden's are prone to separation anxiety (remember they come from big litters typically, so have never been alone - they are family pets who thrive on human company). If you want the dog to sleep downstairs and alone at night, you'll likely need to ease them into it.
Don't let the puppy jump onto furniture/climb stairs etc - their joints are very fragile and you can cause long-lasting damage. I've known puppies break their leg at only a few months old after falling off the sofa or slamming against it and falling backwards.
Don't play chase with balls. It puts lots of pressure on their elbows, and again their joints are fragile and you can cause long lasting damage. And don't leave the puppy alone with toys - they can, and will, swallow parts of the toy including the squeaker.
Take them out and about in your arms for socialisation. But remember: Socialisation is not letting every person going say hi, it's about getting your dog used to the world and ignoring people. The last thing you want is a 35kg 11 month old puppy lunging at people for pats because it's never been taught to greet nicely or ignore people
Get them used to being held and touched - ears, groin, mouth, joints etc.
Personally, I wouldn't bother with puppy training classes. Half the time you wait around to be told to do something your dog should already know how to do by that age, and very often the trainers are unable to vary their approach to suit the dogs they have as opposed to whatever dog it is they are used to working with.
Finally, whilst Golden's are lovely and as with any dog, you get out what you put in, you need to be mindful that they are very sensitive - they do not respond well to being yelled at, or scolded. They're incredibly biddable dogs and eager to please - but you have to raise a dog that wants to please you, not one that cowers in fear because it's used to being yelled at.