Obedience training is probably best started asap. I never took Jackson to formal training classes but his training began at 9 weeks of age when I brought him home, with the simple 'sit' command. A few other basic commands I then introduced such as down, stay, come, shake, and then some fun ones, of course... roll over and play dead. He knew all these by 4 1/2 months old. Now, he's almost 2, and has got around 30-ish commands he knows. Besides training, socialize, socialize, socialize. So so so super important. A lot of puppy classes focus more on socialization than anything! I feel that is one of the best benefits to obedience school, and learning to listen while around distractions. I always practice with Jackson whether we're at the dog park, with other dogs, around kids or strangers, etc. And we're starting agility next month which will be our first official training class.
Good luck!