Obedience training is not the same as training a dog to do a 'trick' like roll over, shake a paw, or asking it to speak. There will be a future blog on this. Working with a qualified instructor is extremely important. Don't try this on your own by just 'winging it' - there are many steps to training your dog and each dog is different.
Obedience training, when done properly, teaches the dog to learn a set of drills as well as what is appropriate behaviour and what is not acceptable. The dog also learns to listen to you because YOU ARE IN CHARGE.
Learning these drills, such as Sit, Down, Stay, etc. are great, but many dog owners make the mistake in how they teach these commands. This can cause the dog to be confused and it will likely not respond immediately the first time the command is given.
Increasing the level of the dog's ability to maintain any particular command has to be done in stages that are comfortable to the dog. At first, all training must be done on leash with the dog close to you. Once this is mastered, you can gradually increase distance, time, etc. while still ON LEASH. Never drop the leash until you are 100% certain that the dog is ready - don't rush it!
Taking the training sessions out of familiar places into high distraction areas is an extremely important component. You want your dog to behave everywhere, not just at home or in the backyard.
In this image, I am standing on Ruby's leash apprimately 6 feet away from her because she was in a brand new environment with a lot of distractions.