Congradulations on that new Shorthair! I've owned, trained and bred Shorthairs since the early 1960's! Dang I'm getting old!
You're in for one heck of a treat. In my opinion you could not have made a better choice. Male or female? You'll find the males to be a little head-strong but they come around with a little patience, females on the other hand seem to be a little more docile, and accept training a little easier and make just as good a hunter. There temperment is usually very good, great with kids, their main goal in life is to please you, remember that.
Every dog has a different personality just like us humans so watch him and learn what he's all about.
Like what was stated in an earlier post keep those first training sessions short, you will see when they start to lose thier enthusiasum, a puppies attention span is short at first and easily distracted, so when you see the first signs of his interest waning, end the session. This will make them want to do more the next time, so they can interact with you more and for longer periods.
The instinct to hunt is bred into them, it's up to you to work with him and refine those instincts to what you desire in YOUR DOG! It takes time so be patient and you will be rewarded handsomely!
As also stated in an earlier post the "Whoa" command is an important one, but one that can be brought into use once you're in the field with him but for now there two commands that he must obey without exception and they are "NO" and the "COME" command. "No" is pretty self-explanitory, like if you see him putting the sneak on a skunk or other non-game animal or bird such as a farmers Geese, chickens, cows, or pigs! But the "COME" command is, in my opinion, the most important command the dog can learn and must learn to obey it wether he's been good or bad, no compromises here! It can mean life or death in a bad situation, for example; hunting a fence-line close to a country road, the dog will eventually go through that fence and be in harms way from a passing vehicle (I've seen too many good hunting dogs meet thier end this way!)
Last but not least remember you're the BOSS, the Alpha male, the leader of the pack so to speak, he will know, and once in awhile you may have to reinforce this, I'm not saying it will call for physical contact but a simple scolding can work wonders. Remember all he wants to do is PLEASE YOU and be praised for his deeds, so when he does good, let him know.