Loki burps after he drinks
He also will snort or cough if he gets it down the wrong pipe or in his nose. But I know my vet would rather I call with a silly question than not call!
As far as walking, I taught Loki to walk on a loose leash with his collar or harness, but it's still safer to use a harness. How big is your little guy? Loki fit into the smallest size of the Premier Easy Walk harness when he was like 5-6 pounds. It's a regular webbing harness but it goes around their chest and belly and attaches in front. Then you teach them not to pull by stopping every time they pull, then praising/rewarding them when they let slack up on the leash and you continue to move forward. You can put it on cue "walk nicely" and then remind them when they start to pull.
Loki does the exact same thing where he wants to walk faster than me. He's not pulling toward any specific thing, he's just excited and wants to walk fast. Rather than reminding him to "walk nice" I found that if I pick up my pace a little, not even to a run, he does not pull and I get some more exercise

I also found that if I run with him to the end of the block, he gets some of that energy out and happily goes my slower pace for the rest of the walk.
Premier Sense-ible Harness (similar)