When we went "Mickey shopping" we were totally lost too!
We asked a clerk and he helped us pick some stuff out. We asked for a collar and the only right sized ones for a Sheltie puppy were these tiny kitty collars that came with a bell.
We also got a retractable leash but I would recommend to get a nylon one. The retractable isn't very good when you are going for those first few walks.(Mickey was *terrified* to go for a walk. Just sat his butt down and didn't move!
) You really don't have any control. I only take the retractable when I take Mick to the park so I can give him a bit more room when he runs. So I would suggest getting a nylon one and maybe getting a retractable later, it's up to you. Of course, your pup may just be great on the retractable!
We also bought a little squarish ball, a Kong and a few other small toys and bones. My parents didn't think we should have gotten too many toys. When we went to the breeder she gave us a little bag of balls, treats, ropes and chew toys! It was great. I think getting some puppets would be great too, to avoid chewing.
Mickey used to have a 24" cage but he got bigger and, it's not that he didn't fit, but we decided to give him more room. We got him a 36" now. The breeder suggested to us a 24" but you could always get the 36" that comes with a divider.
Am I rambling? Sorry...lol