Dogs need to learn to wear a collar and go out on a lead. Pups especially may dance about at first, and try to play tug of war with the lead. Just call the pup to distract him, and get him to sit before moving on. You can practise this in a garden at first, and even indoors, so you feel more confident in the outside world, where safety really matters.
An orderly exit is very important if your front door opens into a public area. Who leaves the house first is less important than whether your dog waits to be given permission to leave. It's better that he waits for a command and goes first than if you just squeeze out of the door first, with him trying to push past you! Your dog should be able to 'sit' and 'stay' while you open the door, and only leave when you give him permission. Once he's trained, he should automatically wait for you to give permission before going out of the front door.
Dogs tend to pull if they are allowed to do so, especially if they are keen to get somewhere. When this happens, stand still and call your dog back to you, or call him back and walk backwards. Keep the walk unpredictable, changing direction a lot, alerting your dog to changes in directions, to help focus him on you. In time he'll learn to walk nicely. Walks can be a little slow as dogs get used to the rules, but the investment of patience and time is worth it. A harness may help if your dog pulls when spooked by loud sounds. A spooked dog pulling can panic more with a collar pressing against his throat, while a harness gives him more chance to calm down.
It's much easier to teach a mannerly exit and walk if you can use up some of your dog's energy first, for example with a ball game in the garden, or some indoor retrieving. It's also easier to teach a dog to walk with a slack lead if you use a short lead, rather than a flexilead, which effectively rewards dogs for pulling. If you have to use a flexilead, lock it at a short length for the first part of the walk, when the dog is more likely to be very excited, then give him more freedom when he's in a better frame of mind for using it. Sedate walking companions can also help with curbing the enthusiasm of young dogs. Dogs tend to take their cues from older, more experienced dogs.