A ferret wheel Gnawing toys-sticks, blocks, etc. Once it is familiar with the harness, clip on a leash and let it go where it wants to go, with you exerting little or no pressure on the leash. Keep an eye on the prairie dog in case the leash gets caught on something. Gradual restraint when it ventures in the wrong direction will teach it to maintain slack on the leash. Always make training sessions positive for your companion.
Treats are a positive reinforcement when it moving in the proper direction.
Immediately give it something legal to chew. Corporal punishment does not work with a prairie dog and will only teach the it to mistrust you. Returning it to the cage for a 'time-out' also works well if it ignores the verbal correction. In other instances, never pick your prairie dog up and put it directly into the cage without some cuddling and petting first or it may begin to refuse to be picked up. It will want to be out with you whenever it can be unless it is ready for bed.