My golden puppy has very sensitive skin. Typically after a bath (even using puppy shampoo), he's lick him rear legs and tip of his tail incessively for a while. But as the body's natural oil and moisture returns, the licking would subside considerably. So make sure you only bath him when needed. Actually our vet told us that as far as the dog is concerned, he NEVER needs a bath for his life! Try to brush off the dirt, or only wash off dirty areas and not the entire body bath. When you have to, try to use a very very gentle puppy shampoo, NEVER a human shampoo!
If you can't find any visible parasites, i.e. fleas, ticks or heartworms, it's probably just a temporary irriation. Pay close attention and bring him to the vet if the condition worsens.
You should put your puppy on a de-worming schedule right away.