Training any retriever puppy starts the day you bring him home. Your job in the first few weeks will be to teach him his name, crate train and house break him, teach him to come to you when he's called, and more important, to think coming to you when called is the best thing in the whole, entire world. Right now you want him to love spending time with you and love learning new things. Socialize him, take him everyplace you can or at least two new places a week (which is fun with a puppy so why wouldn't you?)
I also second what Beamer81 said above, the Hillman puppy DVD is an excellent way to start training a baby Peake.
Craig, You have been given some good advise already here. Training starts right away. Keep the training short and fun with lots of praise.
Where are you located? I ask because I am the regional director for the american chesapeake club in MN and would like to invite you to some training days if you are near us.