The problem with puppies that are not trained is that they grow into untrained dogs. An untrained dog can be a nuisance. All of that cute little yipping can quickly become loud barking that keeps you and your neighbors up for nights on end.
Untrained dogs can also be very dangerous. All dogs can bite. It is in their nature to defend with everything they have, including their teeth. You have to teach your dog not to use their teeth so that no one winds up hurt, at least not when they are playing with them.
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