Hi Ann
Personally I wouldn't use a golf ball because I'd be worried that it would be small enough to be swallowed, either accidentally or even deliberately if Sydney thought that was part of the fun. If swallowed it could cause a blockage and major problems.
When teaching Louis to retrieve I used a tennis ball. He wasn't allowed to play with it at other times so it became a high value, especially interesting toy, just for retrieves. I started him off in the house, throwing a short distance, and rewarding him with praise and a treat when he brought it back to me. It's worked well and I use it on walks for a few minutes sometimes, but I always stop the game before he looks like he's getting bored.
I'm sure some of the people who work their Cockers will have much better advice than mine about teaching a retrieve, but the other thing that I'll mention is that if you use 2 balls and
you fetch the dropped one you're teaching him that it's OK for him to drop it, especially when you then throw the other ball for him