Hello Mdelu,
I agree 100% with Momobvious. Read those Dunbar books, as much as you can. They are free, and they were incredibly helpful for us, before we got Teddy and after. His advice is second to none, and we too followed his advice regarding the pen and den - absolutely priceless.
Regarding sleeping with your puppy, he really will be too small to do that. If you roll over you might squash him (Teddy sleeps with us now but he is nearly a year old and still tucks himself under us), or your puppy might not be able to wake you up to go to the toilet if he is under the covers and you can't hear him. Please wait until he is a good few months old first before doing that (Teddy was about five or six I think). We had a second den (but smaller) in our bedroom at the side of the bed whilst he was tiny and new - again like MomObvious says, so he can see you, and you can hear him - because he will need to go the toilet regularly. and you will have to take him outside to help training him that 'outside outside' is the place to do it. (ideally).
We did have a poo pad in teddys pen, but he only ripped those up, and possibly because every two hours we took him out for a wee or a poo, he never actually used them. Infact we still have a whole drawer of them left, (Just in case we ever give in and get a little sister or brother for him).
For collar and lead training, we started him with a collar in the house for an hour or so every day when he had been with us for about two weeks. He tried everything to remove it, but eventually got used to it (get one of those soft collars first). We then attached his lead to it, and let him carry that around with him, before trying to lead him around the house with it - that took about a week before he settled into that idea. BUT - we used a harness to actually take him for walks (and still do).
Also, he should really have his second injections and wait a while after before being taken anywhere near other dogs - so I would advise plenty of people visiting him at home to socialise him, and if you want to take him anywhere prior to his second injections, take him nowhere near other dogs, and keep him in your arms until he is fully boosted.
Regards a toy - a baby kong is a must, and Teddy also had something to chew which wasn't going to splinter or unravel - we found a white rubber bone that tasted of milk (evidently), and he also loved the vegetable based chews in the shape of a toothbrush, kept him quiet for hours.
For treats, Teddy liked anything that didn't move fast enough, so we had to be very careful food wise. He loved and still loves small bits of carrot, banana, chicken, fish, pasta, etc., Avoid fatty shop bought treats if you can, and try to keep to healthy veg and fruit - if you make him think it is a treat he will believe it is. Also whilst training we used dried venison bits (you can buy them on line). Tiny little tasty mortals that they will do anything for - but don't overdo those.
There's loads of things I could think of, but to be honest, please please read the Dunbar books - they should be given to new puppy owners everywhere as they are the most helpful book you could ever read.
Looking forward to hearing more about your new baby and I hope I have helped you a little.
Exciting times ahead for you
Im quite jealous.
Lynne and Teddy x