Yeah be careful doing any jumping with a puppy. Keep it all super low, so he's basically just stepping over them (it's still fun this way--my dog finds it just as exciting whether the jump is all the way on the ground, or high up
). Also one thing that is easy to overlook is that weave poles are also not good for puppies--puts a lot of stress on their back.
Go slow, keep it fun and upbeat. Some dogs are very unsure about the equipment and some spook easily, and once they have a bad experience with something it can be VERY tough to get them over their fear. Don't push him to do something if he's scared of it. If they have a teeter there, definitely be careful with that--that one freaks out most dogs and you don't want him to spook and jump or fall off and injure himself.
If you can find an agility class in your area, I recommend it. :D Teaches you all about how to safely and correctly introduce your dog to the equipment, so you can prevent injuries and avoid any long-lasting fear.