I was reading on another site and found this article:
Collars should be introduced to your puppy right away. Do not be concerned if he initially scratches at it or shakes his head. Though he may resist wearing a collar, soon he will not even notice it is on.
There are four basic types of collars: buckle collars, choke collars, halter collars, and prong collars. Buckle collars are the only collars recommended for puppies younger than four months of age, and the only collar that is safe to leave on any dog while unsupervised. Stronger dogs over four months old that pull hard on leads may need a choke collar, or in extreme cases, a prong collar...still, only when on a lead. Better yet, use a halter-type collar which gives you much more control and is less likely to irritate or damage the throat and neck area.
Your puppy will accept a lead (leash) much more readily if you introduce it gradually. Under your supervision, begin by letting your puppy drag the lead around the yard to get him used to the feel of minor pressure on his neck. As he walks around, follow him, then gently pick up the lead and walk with him. Keep the lead held high and speak in a friendly, encouraging manner as you walk.
At this early stage, do not look for the disciplined precision of a formal heel. Your goal is simply to get your pup comfortable with the leash and to walk with you without resistance. If he starts to pull out in front, gently reverse your direction and make a noise to distract your pup. No verbal commands should be used during this introduction. You are simply helping your puppy become accustomed to the weight and feel of the lead.
Taking the time to properly introduce your puppy to the collar and lead sets the stage for teaching your puppy the basic elements of obedience. The goal is to have your puppy accept a collar and lead calmly, without resisting.
For puppies, collars and leads with lighter hardware (buckles, snaps, and rings) are best. When grown, you can replace with heavy-duty hardware if appropriate for your breed. Be sure to check your puppy's collar size frequently and loosen it as your puppy's neck grows.