This is important because dogs -- especially puppies -- get spooked by things; unless you stop the fear, your dog may possess it forever. A big mistake people make is talking to the dog in a sweet voice when he's afraid, saying, "Good boy," and letting the dog think it's okay to be afraid or that he's being praised.
Play a game called "Look at This." Walk toward an unfamiliar object and say, "Look at this!" When you're close, give the dog a treat. If the dog is afraid, go back and start again. Never drag. Go back to the "start" point and do it again, giving a treat part-way to object. The goal is for him to be happy and trusting when you say, "Look at this!" Practice with different objects -- such as parked cars and camping tents -- at different times, whenever you see something that might spook him.