Hi. I think it's always pretty overwhelming when you first get a puppy but I think it calms down after a week or so when you both get used to the situation. I've always had small dogs so it wasn't a huge deal to me but when we brought home Willow she seemed so tiny next to Mylo because he's a normal sized chi and she's tiny. She was around a pound in weight when we brought her home and much smaller than Mylo was at that age let alone how big he was at 5 months when we brought her home. I found myself thinking of her as if she wasn't real because she was so tiny, but don't underestimate them because of their size, they are clever little things and she's feisty to boot. She can get up on much higher couches that Mylo ever could at that age and Mylo won't go up the stairs but Willow will if I let her (which I don't!) She makes up for her small size with pure guts. Mylo was a little Houdini at 10 weeks escaping from his crate. They're a smart breed.
If you have a yard where no other dogs have been that are not immunised then you can start outdoor training whenever you like. If you don't, you'll need to wait until he's had all his shots. If you do you'll need to get up with him several times during the night. When you go outside you can just pop a coat or jumper on him if you're worried about the cold.
I have crate trained both of mine and they've done fantastic with it. Mylo was sleeping through the night and not going to the toilet at 8 weeks. Willow is 16 weeks and she goes in there for about 6.5 hours a night and doesn't ask to get up to go the toilet any more. But I hear that a good rule of thumb is they can hold it for 1 hour for every month of their age. I'm getting a bit fed up of puppy pads so I'm going to transition to outside in the spring (one our yard has had a good clean after a sewerage incident). But they can learn to go outside at 10 weeks just as they can learn to go on a pad...you'll just have to be quick and diligent. I find that pees are so tiny that they're done by the time I get them to a puppy pad but if you take him out frequently then hopefully you'll never get to the point where he needs to go and he hasn't been outside.
Welcome and feel free to ask loads of questions or just seek some reassurance. I know I needed so much reassurance when I first got my puppies. This place is great for it