I learned at a young age that puppies will loose their baby teeth, just like we do. What? Yup. When a puppy loses his baby teeth there isn't always blood some just fall out.
To be fair I worry about everything.
Seriously, it's not a big deal. There might be a small amount of blood- especially if the puppy is chewing on something - but most of them you probably won't notice.
The new ones should grow in pretty quickly, I think you should see the adult teeth within about a week of the puppy tooth falling out. Sometimes they even overlap for a bit as the adult teeth grow in next to the baby teeth. Your dog has 28 puppy teeth, they will not all fall out at once. You'll see the new ones come in soon.
There is nothing for you to do.
A frozen washcloth has always been a big hit with puppies I've raised. Get a clean washcloth you don't care about, soak it with water, wring it out, and freeze it for a few hours. It's just soft and squishy enough that they can really get their teeth into it. The cold helps with the pain from teething and is soothing, and it's hard so it helps remove baby teeth. Tug of war also helps get rid of those teeth.
Please be aware, his breath is going to smell bad for a little while while his new teeth are coming in.
Sometimes baby teeth do not fall out (are retained) and force the adult tooth to come in crooked. Clearly this would be a case of needing to get medical attention. I'm just saying for your average dog there's no need to go to the vet for the loss of baby teeth.
Retaining baby teeth is uncommon but not rare.
Most the time the retained tooth/crowded adult tooth don't cause injury to the palate like in Pablo's case but the situation is more likely to cause future dental problems.
With a puppy, it is a good idea to keep track of the transition from baby to adult teeth. If the adult tooth starts poking out of the gums while the baby tooth still seems firmly attached, a vet visit isn't unwarranted.