Dogs, especially for a new puppy, do not perform well in adapting a new living environment, compared with getting used to a new owner. So, it's normal for your boy to depend on you all day. The first thing you should do is to build up his courage and confidence. For example, lead your pup (on a leash) to the places around your house. It allows your puppy to sniff and get familiar with everything near his new home. It's better to find places without too many people, animals, or noise, so he can reduce the alert to "communicate" with different scents and sounds. If he behaves calmly without fear, you would give him some treats to reward today's job. This process may cost about one week or more.
Walking him outside more than 30 minutes before sleep time can consume lots of energy and help your boy sleep much soundly at night. However, sleeping with your pup could increase his anxiety. Therefore, it's better to put him into a crate or separate it by a baby gate, but let him see you through the "fence".
If you have to leave home for work in the day, I suggest you prepare somethings to waste the time and distract the tension, such as putting some treats in the
Kong and playing music. See more tips below:
http://bit.ly/how-to-deal-with-dog-separation-anxiety