I let my pup off for the first time today at 15 weeks and he was fine

I'd say let them off as early as possible and go back to lead later if necessary. Puppies are more inclined to stay close to you than when they are older and more confident.
Keep treats on you and remember to stay more exciting than whatever might distract your puppy! Just be prepared to run after them if needs be!
Peace
Akai-Chan