Kongs are great toys and they come in many different sizes and hardness depending on how strong of a chewer your dog is.
I just use normal Jiff peanut butter with mine...but I guess like with anything healthier would be better
I know the makers of kongs have a special filler, but I feel like it would just be easy to use peanut butter you have around the house (and my dogs likes normal peanut butter better)
It is also fun to stick bigger dog treats in there and watch them work to get them out!
Have fun with your new little one.