Most terriers are easily distracted. Especially when young.
When he does his business outside, tell him he is a good boy and praise him. It seems to make the house training stick much faster.
Get him to associate his name with good things. When he comes, give him a treat. When young, even a piece of dog kibble seems to be a treat. You can buy those rolls of rubbery dog food called Rollover and dice them up. They freeze well and are top notch dog treats. They are found at most grocery stores. You may want to pick up a treat pouch to carry them with you. (you can even stick test tubes in it when ant hunting)
I like this guys training videos: www.youtube.com/watch?v=8i-L3-gqWic&list=PL5DFFFB1AB1982302
To go into an actual obedience class, wait a few weeks. Socializing him with other dogs is a good idea though. The more strange animals, people, and situations you introduce him to now, the calmer and more stable he will be later. Loud buses, elderly people, toddlers, other animals, etc.
Start on the basics. Sit, lie down, stay. And especially come. Many terriers are known to be very independent, and to get a reliable "come" will take lots of training - but may save his life if he gets off leash in a dangerous situation. Start inside, then outside, then bring in a distraction (be ready to tug on his leash to bring him back to attention).
Walking on a leash takes a few months to completely sink in. If he lags, take out a treat and let him see it. Tell him to come on and keep walking, he will probably follow swiftly.
Just wait, in a few weeks he will want to lead and try to pull you. Not too bad in a dog his size, but I don't like any dog pulling. To prevent a dog from pulling you forward, give a sharp tug and start walking backwards while pulling him behind behind your back - say "no, back up" Or "no, too far". I taught quite a few rescue dogs how to walk nicely within 10-15 min, but they were over 6 months old. A puppy takes patience.
Around 4-6 months many dogs start to test the boundaries to see just how well they have to listen to you. Typical teenager.