I first started to train heeling in my hallway, where it was quiet and there were no distractions. For the very first lesson, I filled up my treat pouch, put my pup on the leash, and had him sit beside me on my left side. Then with treat in my left hand and leash in my right, I took ONE step forward. Pup obviously followed his nose. I gave him the treat, grabbed another one, then took ONE more step forward. And puppy followed the treat again.
Gradually you build up to TWO steps before treating, then THREE.... Soon you're running out of hallway because you're only treating every 10 steps and having your dog sit between times. When the weather finally gets better, you can go outside with the first basics already learned. And if it keeps on raining, then you can start practicing those all-important U-turns.
Cheers!