Socialization is the most important thing that you can do for your puppy. Dogs have an opportunity before 12 weeks of age to really be made comfortable with so many different things, and it avoids big problems in the future. So this means when you first get your puppy, you may be told by the vet that she can't go outside because she doesn't have all her vaccines. That doesn't mean that she can't play with people or meet new people that come into your house, or even dogs who are fully vaccinated and healthy, who have not just come straight from a very busy dog park.
You want to keep the risk low, but the stimulus high. You want to make sure that the dog is getting at least 100 people in the first couple of weeks in your house it's meeting. That might mean that you're carrying the dog outside and exposing it to traffic sounds, strangers, children, men, women, especially if you live in a busy area. If you're in a city where you live on a busy street, you want to make sure that you're exposing the dog to a lot of those noises and stimulus. So socializing with dogs is only part of it, and there are great off-leash puppy classes that you can find in your area. I say "off-leash" because it's important for dogs to learn how to give and receive social signals.
A lot of these classes will take your dog in if they have at least two rounds of shots, so you can get in there pretty early. Make sure that you're checking with your vet and get the green light from them to do a class like this. But these are great opportunities to get your dog to socialize with other dogs, learn how to give and receive social cues and keep them out of trouble in the long run.
So socialization with people, socialization with dogs, and then environments and events, like going to the groomer, going to the vet. You can also utilize things like the internet to find the sound of fireworks or thunder, to de-sensitize a dog before there's ever an issue, so the dog just hears thunder, hears applause, hears children, hears sirens, and just doesn't think anything of it. Breeders can actually do this also before you ever get the dog, so the dog's already acclimated to the sounds of the world around it.
The biggest mistake people make is adopting a dog which we pluck from a perfect learning environment with its siblings and then keep it in the kitchen until it's had all its shots, and it's a little harder for the dog to learn, and it's a little harder for the dog to socialize. Nature does a really bright thing after 12 weeks, and it makes dogs cautious of novelty. So we have to make sure that before that comes that there's no such thing as novelty. The dog has heard and seen so many things. Now that's how you socialize your puppy.