He's right to bath now, and its a good idea to start him off early so he gets used to it (and hopefully come to enjoy it). I bath nasty agressive dogs for a living as a groomer so its nice to come across a dog that is happy to work with you and the dog doesn't get so stressed either

Alot of people use a puppy or tearless shampoo on puppies which is fine, but if he's got itchy skin or if its dry I'd reccomend using a Oatmeal shampoo. I use the Dermacare range in my salon for dogs with sensitive, dry or itchy skin as its pH balanced, all natural and the Oatmeal is a very strong moisturising ingredient (and it smells lovely too)! For best results leave the shampoo on him for about 3-5mins and then rinse to really let the oatmeal soothe. For extra benefits, Dermacare also make an Oatmeal Conditioner that you also leave on the coat for about 3-5 minutes and then rinse off and it works quite well. The only thing I dislike about the Dermacare Oatmeal shampoo is that is doesn't lather very well which means you may need to shampoo twice depending on how dirty/greasy the coat is. So a good option to get the best of both worlds is to get a puppy or tearless shampoo and then an Oatmeal conditioner
