
You need to start with him on a lead so that you have full control. Make sure there are no distractions, if there are distractions in your garden take him somewhere so you can have a one to one with him.
You don't say what you are trying to train, but if he hasn't had any training just teach things like the sit, down and informal recalls (running back calling him to you) for now. Decide if you are going to use treats or a toy for the training, if a toy keep one special one and only use it on your terms for training, don't let him play with it on his own.
If he is excitable, you have to keep calm and only reward him when he is calm, Don't do loads of training at one time a few short sessions a day is much better. Never give him a command which you can't follow up and ensure he does it, hence keeping him on the lead.
I wouldn't try agility until you have better control of him, that will only make him more excitable.
He sounds like he is attention seeking, try and ignore him, when he goes away and calms down call him to you then to play. I will be on your terms then, not his.
Good Luck and enjoy your training.
Sandra