Indy is trained at mealtime, playtime, anytime.
Start with a not overly excited and slightly hungry pup (morning was my favourite time to train initially). Let her know you have food in your hand, and when she sits, promptly give her a kibble within seconds. Keep repeating this and when she understands she should sit for each bit of food, start saying "sit" right before she sits. She'll soon understand that this word correlates with that action. Do this every day and she'll catch on even faster. Start teaching her other commands when she gets sit down pat.
The same thing applies when you're playing. Indy loves playing fetch, but we ask her to sit (lay down/shake/twirl, etc.) each time before we throw the ball. No trick, no ball gets thrown. Since we're all having fun, it's not "work" to perform a trick, and for it's an easy way of reinforcing what she already knows to do.
Good luck! And enjoy training her.
