Anytime is a good time to start. The sooner the better. Start with short easy commands like come, sit, etc. Also NO and leave it is very important to teach at this age. Keep training session short and fun. Enroll in a puppy kindergarden if you can. That is always fun for the pups.
Just keep in mind, around 6months give or take they act like they forgot everything they learned. this is normal, and don't get fustrated. Just keep going. enjoy your new furbaby