Nemo is the poster boy for early socialisation, he has been exposed to everyday life since he was eight weeks old and because of this he copes exceptionally well whenever life throws something scary his way. Nemo comes everywhere with me, he is a Seeing Eye Dog in training and so often I have people come up to me saying that they wished their dog was as good in similar environments. Well, you can have a dog that is as bomb proof as Nemo through early positive socialisation.
You cannot expose your puppy to everything, that is impossible, what you can do is expose them to as many new things as possible so they understand that new things need not be feared. As you take your puppy out you will find that some things will ‘spook’ them, they will shy away, have their tail between their legs or bark. Once you notice these body language signals it is your cue to act, do not ignore it.
When you notice your puppy is worried about something, address it. Remain in the vicinity of the feared object but far enough away that the over reaction from your puppy stops. Allow them to be in the presence of the feared object at a safe distance based on their body language, and give them lots and lots of positive reinforcement with your voice, pats and food.
Allowing your puppy to be in the presence of the feared object gives them time to become accustomed to it, this will build their confidence. Provided the object is safe, you can circle the object in an ever decreasing radius, you can touch the object, allow them to sniff it and praise them for showing great confidence. The idea is that you take this opportunity to teach your puppy something new about the world rather than ignoring a fear response.
Below is a video link to an object I came across that Nemo showed some concern over. He was right to do so, the object would have been scary for most dogs, and even some small children. I worked him though his concern, and in the end he was exposed to something brand new in life that did not hurt him, it was a good experience.