Get used to that absent, confused look because you'll be seeing it for awhile; it takes time for a puppy to learn its name and properly respond to you, so stick at it and be patient. Imagine how hard it would be to not know when people are talking to you, let alone telling you what to do and where to go. Eventually, your puppy will be comfortable with both your voice and its name, knowing exactly who it is and from there, everything becomes a lot easier.
