Socialisation is the process of introducing a puppy, or indeed any animal, whatever their age, to the world in a way that helps them to be confident with people, places and things that they will encounter in life. The best time to socialise a puppy is within the first 12 weeks of their life, so it begins before they are old enough to go to training classes. The younger you start introducing your puppy to new experiences, the better. If you wait too long, you may end up with a dog that is scared and aggressive in certain situations.
Remember that socialisation is for the benefit of your puppy and should be an enjoyable experience. Go at their pace and let them retreat if they need to. Reward them for doing well. You can grade each exposure, or just check it off the list.
Here is a great Socialization_Checklist with check boxes for each day of the week, to see if you can improve the score.