(Question)
He is almost 4 months old, but it's too cold to be outside much. Is there something I can do with him inside the house?

(Answer)
When I am training a puppy, I keep small containers with pieces of dog jerky on every floor of the house and I always have some in my pocket. Dogs are time and place oriented (they live in the moment), so you literally have only seconds to reward (or discipline) after they have done something. If more than about 10 seconds elapses, they won’t connect the reward with the behavior. So you need to have rewards close by at all times so you can reinforce wanted behavior. You also have to train a skill in at least 3 different locations, or they will only perform the skill in the one location where they were taught it.
 
Now is when you want to be reinforcing his retrieving behavior. Versatile dogs, unlike your Lab, are not born with a strong compulsion to retrieve. Many don’t have any natural retrieving tendency and must be taught all of it. Your puppy has a pretty strong natural retrieve, so you want to be constantly reinforcing it.

Every time he picks something up, you want him to bring it to you and release it upon command. Teach him the command, “give” or "out" for the release. There will be many times every day that you’ll see he has something in his mouth. Don’t say “fetch,” because that’s a command and later he will be taught he *must* obey it. Just say, “bring it here.” For now, bringing you things should be a fun game. That’s why you have treats in your pocket. You’ll trade him a treat for whatever he brings you – even if it’s your most expensive shoes or the most nasty piece of rotten carcass!

Carrying things around in his mouth should always be good and you should always give him a big smile. This can be hard to do if he has something valuable or dangerous, but you must stay calm and positive. He has a soft mouth, so he won’t damage it (or eat it) if you get it from him quickly enough. That’s another reason for him to learn to bring you things in order to get a treat. When I trained your puppy's older brother, he would bring me things all day long for treats. While I was working on the computer, I’d end up with a whole pile of miscellaneous objects – socks, shoes, toys, dirty laundry – whatever he could find to bring me. Outside he’d bring me sticks, pine cones, dead mice, dead baby birds, deer legs ... It was pretty comical. He is now an amazing retriever and, unlike most versatile dogs, never had to be forced retrieve trained.