Recently I posted about exercising with your dog. Of course exercise is good for both of you, but there are some restrictions for puppies. The thing with them is that their growth plates need to close before you train for distance running or consider Agility trialing. If your puppy is spayed/neutered prior to 18 months, then you will need to push this back a bit as it takes longer for those growth plates to close. This will also be breed specific as giant breeds are to be treated different that a toy breed. Always consult your veterinarian and/or your breeder if you have questions.
In the meantime, take a look at this chart. It should answer all your questions.