First bath for either 8 or 9 weeks old puppy is kinda too early.
I think it is better to wait till they finish their last shot(week after the last shot) will be the best time for the bath. I use baby wipes till their first bath. I use n-bone puppy teething ring & stick, or dogswell dried sweet potato as a treat for young pups. It is best to give them as natural treats as possible. Good luck with your baby~