Getting a microchip for your dog is a relatively inexpensive way to ensure you will find your dog if they ever escape. Microchips are inserted under the skin between a dog's shoulder blades. They are about the size of a rain of rice and are usually inserted while the animal is under anesthesia for a spay or neuter (two birds, one stone) so it is not painful for the animal. After a microchip is administered, it needs to be registered with an online database. You should be given instructions on how to do that from whoever administers the microchip. A microchip provides a permanent way for your puppy to be identified and returned to you. I will link an article about microchips and how they work.
An inclusive checklist for bringing home a new puppy (straight from the mouth of a dog bather, vet tech student, and dog lover all in one). I linked many informational articles as to why you need these things, and what considerations you should make when choosing your new puppy supplies.