I start training the first day home. Training isn't just tricks and such, like different behaviors - peeing in the house, jumping on the counter, touching things that aren't theres, etc. Since day one they've been taught their rights and their wrongs and I think that's completely fine. If they get away with it once and punished the next, it'll be confusing.

Simba was 8 months when he came home.
Nala was 8 weeks old when she came home.
Kiara was 15 weeks when she came home.