Loose lead walking is something you have to teach a dog, it's not something they will just learn. If you search the behaviour board for Loose Lead walking, you will find several threads - I posted a very detailed step-by-step method for loose-lead training on one of those very recently, but you will see various slightly different suggestions if you read through the previous threads on the subject.
Unless you are actively training loose lead walking, use a harness - that way a pup doesn't learn to pull on the lead, and you don't risk them injuring their neck pulling on a collar...
It can take months of consistent effort to train a really solid loose-lead walk, but it's better to start young before they learn bad habits...