Picking up objects that they find is a very normal part of being a Puppy. How you respond can have a big impact on how your puppy perceives the value of these objects, and over time can be a significant factor in how guarding or possessive behaviours form.

You can see here Théo has found a little stick - nothing to be concerned about and very unlikely to cause any issues. This is the case with most things your puppy will find, though increasingly I see owners of young dogs worrying about risk because of horror stories they have read online.

By over reacting, and trying to snatch or grab the object away from your puppy, you will elevate the value of the object significantly, and your puppy will learn to keep picking these objects up in future. So instead, the best thing to do is generally to ignore the puppies, who will usually put the object down very quickly when they realise no one has any interest in it.