It might sound like an odd question but it actually is one of the first, if not the first, word that you need to teach your puppy. Particularly in a multi dog household being able to address each dog's commands individually can be very helpful.
The easiest way to teach your puppy their name is have them in a smaller, quieter area where there isn't too much going on to distract them. Call their name only and when they turn to look at you, or look up to make eye contact like Lennox does in this video, reward instantly with a high value reward. They will start to associate their name with positive things and will be much more likely to respond to it.
Dogs do not know what any particular word actually means, they only know what they associate with it. For example, if you were teaching 'Sit' you could decide that you want to call the position 'Bananas'. If the dog is rewarded when you say 'Bananas' for performing a sitting position, the dog will then know the sit position as bananas!