Training is a very important tool. I start all my puppies on the basics of crate training, potty training, and manners. I suggest that all new families enroll in a puppy obedience course with a quality trainer, a structured course will really aid you in bonding with your new puppy and establishing appropriate rules and boundaries.
Irish Setters are very intelligent, training games and puzzles are really useful in tiring out your active puppy! A happy dog is a tired dog and brain games will tire out your puppy a lot better than any physical activity could.
Between 8 and 12 months a lot of puppies go through the doggy version of terrible twos, it will seem like they've forgotten a lot of their training. If your puppy goes through this the best thing to do is maintain your established rules and boundaries, and spend extra time reinforcing the behaviors they already know. A couple follow up training sessions with your trainer will really help you re-establish appropriate behaviors with your adolescent puppy.