I recently discovered that Wally has shown an interest in catching and isn't terrible considering we've never really put much interest into it. Still, though, he seems to want to catch things and gets all excited about the chance to do so.
To that end, I got him a small blue disc, designed for dogs of course, that is rubber and soft on his mouth.
First thing I always want to do with him is introduce the object in a calm way and praise for interaction with it. Then slowly increase excitement level and play around with it with him. I want to do this to remove any concerns he may have about the object and have him desiring the object. This will come in handy.
Fortunately, he took to the disc VERY quickly. This is surprising to me, but I'm glad for it! He's already trying to grab it when I hold the disc in my hand. If I move it around, he's trying to bite it and all of that. A lot of desire for the disc already.
With that out of the way, I'm "throwing" the disc from a very short distance. This serves a dual purpose: 1) I can see how he tries to catch, tracks the object, and how he prefers to make the catch. 2) I can learn how to deliver the disc to give him a higher chance of success. This is a new thing for me, too, so I have stuff to learn and improve on as well.
This is where we are at now and we're both having fun with it. Hopefully, this gets us off on the right foot.