Remember that until now your puppy has relied on you for everything, his food, his safety, his shelter and when he goes out into the big wide world it is going to be very exciting for him, but he will still want the security of knowing you are near.

Jasper will rarely go anywhere that he cannot see or hear me but yes, he does go chasing off after distractions as will any dog. The trick is to make being near you more appealing to them than whatever the distraction is. This can be done with a treat or a special toy but it has to be something that will instantly grab the dogs attention over the distraction. I have trained Jasper to look to me when I whistle, eg, I went to get him out of the back of the car the other day and he knows he has to wait to have his lead clipped back on or he is made to get back in again but on this occasion there was a GSD puppy walking past the end of the drive who looked like lots of fun, so he made a bolt for it. A short sharp whistle instantly grabed his attention and when he turned to see me pointing into the back of the car he knew what to do.

My point is you can only train your dog so far, he will still get distracted, but you can also distract him yourself.