There has always been a large debate among people whether it's easier to train puppies or adult dogs.
There are good and bad aspects about both. You can do both, some people find it easier to train puppies, where some people find it easier to train adult dogs.
With puppies its easier to teach them the basic commands like sit, stay, come. Since their still young, they will learn and remember easier. You can use the simplest thing to train your puppy. But, remember that puppies have the attention span of a gnat. Make sure your training sessions are 5mins or less. This means you have to repeat the training several times to make it instinctive to the puppy. You can use a stick or a ball to help teach them things like come and fetch. Its always a good idea to have a leash and a small bag of treats with you when you are training. The treats are for when they are good,or when they do what you want them to do as a reward. This will help them realize that they are doing what you want them to do. So, the next time that you tell them, the more likely they are to listen to you. Possitive reinforcement is the best way to teach your puppy. A pat on the head, small treat or just saying good dog in a happy way, will teach your puppy how to distinguish good behavior from bad.
Most adult dogs are a lot harder to train depending upon what they went through before you were lucky enough to adopt them. One because they are already grown up and don't know you, so they are less likely to listen to you. Patience is the best way to overcome this challenge. They will be extremely stubborn and set in their ways, and won't want to learn anymore. It will be tough to train but not impossible. They can be taught new things, but it will take longer and require more patience. I know I repeated the patience thing, but it is important. You may have to train the adult dog like you would a puppy. Possitive reinforcement is the key whether it is a puppy or adult dog.
Some of the biggest challenges new owners encounter are...
... they aren't sure what the dog will respond to
...they think of it like a child, and therefore don't give it CLEAR guidelines on what behavior they want from them
...they try to teach the puppy/dog everything at one time, confusing the animal
...in the case of an adult dog, you sometimes have to untrain them from bad behavior before you can teach them good behavior
In short there are pros and cons to each, but the one thing consistant for both is...patience!