A tip for new pup owners is, never pick them up over the side of the pen. You're basically showing them the way out. It's very possible they will learn on their own, but in the meantime, don't give them tips on how to escape!
I always had Kaji do a sit stay before opening the pen. If he got up, I closed it back up. The goal was for him to be invited out. It's never too early to teach them not to bolt.
