If that is where you live than I would suggest walking him in your own neighborhood in order to get him use to his surroundings. Getting him use to the traffic the loud noises at this age will be tough but I think necessary. I dont know any pup that isn't scared of the unknown. You could start by walking him on his lead in the house for a while before going out doors into all that nature has to offer. Getting him use to his harness and walking with you while working on his commands will be a bonus for your first trip out in public. Getting those simple commands like (sit, down, stay) down will definitely help. You may also want to start off my carrying him to an area that is not quit as busy or noisy and than walk him toward your home. That way he gets use to walking around the big scarry cars and all of the strange people along the way. Rewarding him with a Cheerio/cereal for a job well done while training with his lead (indoors & out) would make his first trip outdoors a good experience for him.
I have some tips that may be helpful:
Training Tips - Dawn's Yorkies