This is can be an easy one for puppies, they want to pick up everything.  Every time they pick up an object (hopefully a toy or a ball) praise them for picking it up and being so clever.  But it might not always be that easy so here are some things to try.  

Have high value treats handy and an interesting fun toy.  Start with playing tug with the toy and make it fun.  Now sit on the floor so you can interact and choose a corner of the room, puppies and dogs like to go to corners with their prizes.  Take the toy and toss it a short distance.  As soon as he starts playing with the toy, praise him.  If he brings the toy your way and play with him with the toy.  But let him win.  Keep the game fun.  Now sit in the middle of the room but close to a corner and throw the toy to the corner.  As soon as he gets close to you with the toy, he gets a jackpot of treats.

If you have a puppy or dog that is reluctant to pick up objects, try this.  Take a treat and crumple it in a piece of paper so the treat is in the middle and the paper is crumpled into a ball.  Don’t crumple it too tight.  Drop it at your feet as soon as he/she goes for it, open the paper and give them the treat.  Don’t let them tear at the paper to get the treat, open it for them.  This will make them dependent on you to give the treat.  Do this about 10 times then wrap the treat in the paper tighter.  Wait for him to pick up the paper, take it, unwrap it and give him the treat.

Remember not to ever scold your puppy for putting something in his/her mouth.  If they pick up something undesirable, trade for something that is of greater value to your dog or puppy.  Best defense is to make sure the dog or puppy doesn’t have access to anything you don’t want the him to have.  Don’t chase scold him or you may create a chase aka grab and runaway behavior.

Incorporate sit or down every time before you throw the ball or toy.   This will help with self-control.  If you do this, your dog will automatically sit or down every time they want the ball thrown.   When the game is finished, make sure you have the ball and say “finished” and walk away from the game.