HI! Welcome to DT from Colorado!
Congratulations on your new pup.
Regarding training, listening to you, and so on.....she's a baby yet. It sounds like you're starting off well, though.
Good job about enrolling in the puppy class--you both will get a lot out of a puppy obedience class...she'll get some social interaction and a chance to be around other dogs in a polite, controlled situation; you'll get pointers about how to teach basic stuff, maybe advice from the trainer if she sees you guys starting to develop some bad habits to help you figure out how to deal with any problem behaviors that might crop up.
Right now, focus on introducing her to all sorts of different places, people and things, so she'll grow up to be happy and self-confident, even in strange surroundings, and start to teach her basic manners--not hard core stuff, just a "walk more or less where I want you to, at the speed I want to go", commands like down, sit, stay, leave it (or drop it), wait politely until I tell you to eat or go out the door....that kind of thing.
But keep it fun and make training sessions short. Make them part of the games you play. "Yes, you can have this toy, but you have to sit first. YAY!!" and spread training lightly around during your time together, rather than all in one chunk.
Don't set her up to fail by asking her to do more than she is ready to do...sit in a house is different from sit in the yard, is different from sit at the park. Paying attention to you and obeying is relatively easy in the house, not so easy in the exciting wide world of Outside.
Dobes are so smart...she'll know what you're asking her to do fairly quickly. You don't necessarily have to go over and over a lesson; you'll both get bored and she'll zone out on you. But her self control and ability to pay attention and concentrate are still really undeveloped at her age. Just keep at it in a fun way, and eventually she'll grow a brain.
At four months old, she's basically, I don't know, maybe equivalent to a 5 or 6 year old child. A little warning
You'll probably get her to be reasonably polite by about 8 months and figure it'll all be smooth sailing from there; but dogs do tend to go through a "teenager" time, so expect some loss of attention span and desire to be obedient from time to time, until she gets to be more mature.
By two years old or so, if you've kept at it at a steady but relaxed pace, she'll probably be settled down in terms of good adult behavior. Patience and fun go hand and hand when you're growing a puppy up to be a dog.
One extra word of caution which from the sounds of it, you already know, but anyway...let her exercise at her own pace. No steady jogging beside you, repetitive or extensive jumping and twisting/turning sorts of games until she's about a year and a half. Give her bones and joints a chance to mature. She'll try to keep up with you or lose her mind with excitement and may overdo it. Give her breaks; let her stop and sniff the roses when she wants.
You're in for a ride...dobes puppies are full of energy, are smart enough to have a mind of their own and find ways to entertain themselves that you'd rather they didn't. But they're a hoot to be around.
We'd love to see some more pictures of your little girl.