HI and welcome to COL.
Have you bought "The Perfect Puppy" by Gwen Bailey? It's such a help, especially in the early days.
To start recall, I would suggest calling his name when he is not distracted by anything else, then as he gets the ides, progress to slightly harder situations. I think the key is not to set them up for failure, but for success. That means giving commands you are pretty sure they can manage, then progressing.
Have you booked yourselves into a puppy class? It's essential for socialisation, but also gives you a kick start on training. Going through training exercises is a good, low-energy (for you) way to tire them out.
Enjoy your baby, and enjoy COL.
PS. Don't want to discourage you, but I was talking to our trainer last night and we recognised that "sit" is pretty much Buddy's default setting. The problem is getting him to "stand" on command!

Edited to point out that I have now noticed that I have called Roxi "he" throughout this post. Sorry!