Before you begin training, it is best that you have already made a good bond with the dog, so your pet would respect you and listen to you. Also training should be fun for both. Avoid stressing your dog by spending too much time teaching the dog a command that he/she fails to obey, limit your session to 5-15mins, depending on how efficiently your dog enjoys the activity. If your dog stops paying attention consistently and starts playing around with something else you can stop the training and continue some other time. Don't expect your dog to master a trick or command over night, be understanding and patient.
There are various methods and training techniques to teach the command fetch, retrieve or whatever you would like to call it. And the video I made that would like to share is my basic view of introducing to a dog how to fetch.