I found a pupp without a collar, what should I do first?

He definitely should have a vet. check-up and get started on his shots but before you go to the expense have the vet. scan him to see if he has an identification microchip. No collar doesn't mean he was dumped. Puppies can squeeze thru very small spaces. Check shelters to see if anyone reported him missing , check lost/found section of paper and watch for lost/found posters in your neighborhood. This is only fair for owners that might be frantic looking for the puppy. When you have gone thru all the above with no response then I guess you have a new family member.