Hello everyone.  Could someone please advise. When should I start thinking about training my puppy to walk with a lead?  Also, how does one do this?  How can I make this fun for him?

Many thanks.

vetiver

From Day 1 encourage your pup to follow you in the garden without any lead, using treats and lots of praise, and no scolding! After giving your pup a few days to settle into his/her new home, then once he's used to having a collar on (this can take a day or two) attach the lead and start gently encouraging him to follow you, as before, with it on.

I usually start at 6-7 weeks, but I've been lucky enough with the last few dogs to have daily access to them prior to bringing them home.  Otherwise, as mentioned, let them settle in a bit and get used to collar.  It's the perfect time between injections 'cause you can't take them out walking so you might as well train them so they're ready when you can!
I use treats and a clicker. The clicker is soooooooooo quick and easy, if you know how to use it that is.  If you want to go that route there's a really good Karen Pryor book, clicker training for dogs. Just covers the basics - walking on lead, recall, sit etc.
Alternatively use food, you can lure it to the side of you (food right over nose and let it follow your hand) and when the dog's in the right position lots of praise and feed. If the dog goes to the end of the lead just stand your ground, when it goes slack give praise and reward and use your voice to encourage pup to walk beside you.
Don't reprimand if pup gets it wrong, just praise when it's right.