Everyone has already been super helpful it looks like, and another thing I'd like to seriously suggest are puzzle toys- Shelties are very intelligent. There are different levels of puzzle toys, and you can keep increasing the level as your puppy figures each one out. For my dogs I started with a puzzle that you hide treats in and the dog has to turn the puzzle in different directions to get the treats out. Other good ones are treat dispensing balls, scent hiding puzzles, toys where they have to squeeze a ball out of a cube with a specific shape, and toys that they have to figure out how to get something out of a specific hole and then back in. My dogs have (mostly) mastered these and get bored after a while lol (the youngest has not quite gotten the hang of the ball/cube toys) but they'll keep an intelligent puppy occupied for a good period of time.
Not sure if I'm allowed to post links to retailers, but I would suggest Googling the Outward Hound toys and puzzle toys by Nina Ottosson. They're available in most online dog specialty shops.
Shelties are also really great at Agility and Obedience competitions! They're one of the only breeds that can keep up with the Border Collies in Agility
I do Agility for fun with my Dogo Argentinos but they're way too slow! My little mixed breed dog is awesome at Agility and Flyball tho and she's around the size of a Sheltie. My Dogos are pretty good Obedience competitors but I think Shelties are a lot more commonly seen in that field. Shelties are also very good herders.
Google Dog Agility, Flyball (dog sport), Obedience trials, and herding trials. You're located in the UK, correct? In the USA we have a certification where a dog can earn a Trick Dog title for learning specific tricks! My three older dogs have their Canine Good Citizen title too (there's probably an equivalent to that in most countries, you can look that up as well).
You don't have to compete to win in any of these things
They're designed for the dog to have fun and get intellectual and physical stimulation, and for the handler (you) to enjoy yourself too!!
I'll also add that it's great that you met your puppy's family... when I purchased my three purebred dogs as puppies it was crucial to me that I met the parents and looked at the whole litter before choosing one. You want to get an idea of temperament, personality, health, and get an idea of what the pup will look like (if that matters to you- I show my dogs in traditional shows too so I wanted a specific look, even though I mostly show them for fun). Looks are not super important unless you're looking for a show dog or a dog that you're going to breed. All dogs are great dogs, regardless of breed, mix of breeds, or what they look like! I've had quite the range of purebreds/mixed breeds, and lots of different looks. The only thing I regret is that when I purchased my first dog her ears were cropped
I made sure not to repeat that mistake with my other two of the same breed and chose a different breeder.
I got sidetracked as usual
But yes, dog sports are fun!! For you AND your dog... and mental stimulation is extremely important, just as much as physical exercise.
Beautiful puppy btw, and beautiful parents. My mom's family used to breed Rough Collies and they had a few Shelties and Border Collies too. I have a soft spot for herding dogs.