call around and see if you can take a performance puppy class or a pre-agility class. you don't want to do jumps at this age, but you can do all sorts of flat work and obedience type stuff. However, unlike in obedience, you will need your dog to work on your left and RIGHT side. So practice that if you decide to do an OB class (even if you have to work the dog on your right side away from class). I remember when I first started agility classes (with Digital who is now 12 so this was 11 years ago!) and having him on my right side was sooooo awkward! now i feel comfortable with either side.
ALSO (very important!!!!) PLAY with your dog. Use toys, you will want toy drive!!! And puppies have lots of toy drive, but it tends to fade with these dogs as they age.
Practice training, training anything. Tricks, targetting, there are lots of good agility and clicker websites out there.
Good luck and keep us posted.
Here's Zest doing some 'gility when she was a puppy:
My other pups doing agility can be seen here:
http://community.webshots.com/user/mbtihansky