For border collie specific, @Struckbylightning has one so will be able to advise!
On puppyhood more broadly...the one thing I always suggest is train, train train. If you're got a biddable, or intelligent, breed (as you will do) then training them early is such a good way to exhaust them and to build a bond.
Lots of people try and use Kongs and LickMatts for stimulation, but nothing builds a bond between dog and owner or indeed tires a puppy out like 15 minutes training 3-4x a day. It's what I always advise people who buy puppies from me, and I do it myself, and it's a lifesaver. Things like: 'sit', 'down', and 'paw' are what most people typically teach their puppy. But if you've got a smart one, or even a motivated/biddable one, you can easily teach 'stay', wait, recall by name, 'leave' and dozens of other commands before it's 12 weeks old with a bit of effort - and that makes first walks much easier (particularly if your girl is food motivated, as she'll already associate you with commands and food - which is always good) and as I said, added bonus the little landshark will be tired and sleep!
Other thing is to socialise in a sling (please don't carry the puppy in your arms - I see too many people do this and suddenly puppy has wiggled free and is on the floor) before vaccinations. But take the puppy to cafes, pubs, parks etc and just let her see the world. Get her used to being with you going past bin men, men in hi-vis vests etc.
My only other piece of advice, and it's a mistake I see too many people make, is when you get to first walks please remember it's not socialisation, its acclimation. The goal is to have a resilient enough puppy that nothing phases them or if it does they bounce back quickly and a puppy that can walk past anything and not really be interested. Dogs do not need to greet everyone or every dog. And there is merit and benefit in having a dog that can greet other dogs, but really just wants to focus on you. The risk with letting your puppy greet too many other people or dogs on walks is she starts associating them as 'fun' - they play with her, excite her, overstimulate her, encourage her to jump up...and you have to correct that. And people will be arseholes and encourage her to jump up, or ignore you if you say you're training her. Advocate for her. Everyone thinks a puppy jumping up is cute, everyone think a puppy chasing around their dog is funny, no one think's its okay after about 6 months old - and the sudden 'change' in tolerance can be really hard if your dog isn't as well trained as she ought to be, and you can find yourself at the end of some really harsh conversations. That's obviously not to say don't let her say hi, but just be mindful of the consequences of over-socialising.
Finally, the mouthing will be hard and it will be painful and it may even look aggressive (one of my dog used to lunge and curl his lips). But puppies don't mean it. It's just how they're used to playing, and collies are nippy by nature...so it might well be even worse. But it does get better (and is infinitely more managable if you tire your dog out well and enforce naps when they are exhausted).
I'm probably teaching you to suck eggs, but the above are the things I think people overlook when they get a puppy as it's so easy to get wrapped up in the excitement and not think about long-term consequences.
Best of luck! And sorry for the loss of your old boy.