Now do keep in mind you bought a labrador retriever. Chewing things should not be a surprise to you, and I strongly suggest you get used to it. LOL
To teach the puppy about puppy mouthing, see these links:
http://www.paw-rescue.org/PAW/PETTIPS/DogTip_BiteInhibition.php
http://www.phsspca.org/training/puppy_biting.htm
http://www.jersey.net/~mountaindog/berner1/bitestop.htm
http://www.crickethollowfarm.com/biteinhib.htm
http://www.shirleychong.com/keepers/archives/bite.txt
http://www.doglogic.com/obedienc.htm#biteinhib
http://www.aylmer-hull-spca.qc.ca/biteinhib_e.html
Your puppy should have ZERO unsupervised time in the house. NONE WHAT SO EVER. If you are not observing the puppy, and able to help him make the right decisions on what to chew, sniff, look at, etc, then he should be somewhere safe. A safe outdoor area, in a crate, or tied to your belt.
If you don't have one already, make a designated toy box, put it in one spot, and leave it there. It can be a cardboard box, or a basket, or anything else that will hold his toys. Once you decide what to use, take a jar of peanut butter or some cheez whiz, and put a tiny little dab or two on each toy. Every single one of them.
Then show the puppy the toy box. For a week or so, every day dab the toys. Then, when you are watching the puppy, if he focuses on, or licks, or sniffs, or puts his mouth, on ANY inappropriate object, discourage him by saying AH AH, that's MINE.
Then immediately say in a HAPPY HAPPY voice, let's go to the TOY BOX!! Where is your TOY BOX?? And lead the pup over to it in a fast fun way, and make sure he finds a toy that has some of the good stuff on it.
Praise him for taking a toy from the toy box each time he does, and don't miss any opportunity to name that TOY BOX. You can bury little dog treats in there too. Whatever you can do for a couple of weeks ot make that toy box THE most attractive place in your house for the pup to go get something to chew on.
I don't puppy proof my house except for basic safety when new puppies come home here. but I DO supervise very closely and make sure they learn about the joys of the TOY BOX.