Usually if you're dealing with a puppy under 12 weeks of age, there is something called a critical stage of learning. It's a socialization period and everything that they are encountering they usually encounter with curiosity and excitement.
Occasionally you have a puppy who has been socially deprivated by mistake who just hasn't had any experience with other children or men or women or other animals, dogs and cats, who you're trying to deal with who is really, really shy and kind of tucking its tail and trying to get away from you.
Be sure not to push that dog over its comfort level by forcing it to deal with something. A lot of times we have a really hard time seeing them and we think that the dog is young enough that they should be able to deal with it and we're forcing them to interact with whatever it is that they're afraid of and that can sometimes make it a little bit worse.
What I would make sure to do is you figure out what it is that the dog is being fearful of whether it's strangers or other animals or sounds on the street. Be sure that you are exposing that dog to a very, very low, tolerable level of that stresser with high value reward whether it's treats or a game or belly rubs or something like that.
If the dog won't take food or won't play the game that means that the stresser is too high and you have to back off a little bit. So that sometimes it might mean that if the dog is showing excessive fear around thunder, that might mean that you're finding thunder online on the computer and you're playing it really low, almost inaudibly while the dog licks peanut butter from a Kong or chews it's favorite bone.
Little by little, day after day that gets a little bit louder. It's called desensitization. You're desensitizing the dog to something that's creating a fear.
At a young age it should be relatively easy to change the dogs emotional response to whatever it is that's making it fearful but be very careful not to push the dog too far, too fast, otherwise it can end up getting worse and worse and worse.
That's the best advice I can give you on how to deal with a fearful puppy.