Hi Jenny,
If you plan on selling the earliest you should ever wean is 4 months. That is even a bit ill advised, they are healthier if they stay on their Dam until at least the 6-month-mark. I have kept my foals on their dam for much longer if I intend to keep the foal. As in a year. This is fine if the mare is very well nourished. Up until the foal is at least a month I just worm the mare. The dewormer goes through the milk. It is difficult to know the foal's weight, so you have to be careful with that.
Feet depends on how they wear. I have trimmed as early as a few weeks or longer than a month for the first trim. This depends on the foal in question and if he needs a trim. Trimming is as much a part of training as halter and lead training and tying. Teeth can be looked at by your vet or equine dentist but they should not need to be floated for a few years if the foal has a good bite. Once they start shedding baby teeth at 2 and 3 the vet or equine dentist can check them over to make sure caps aren't retained.
I never leave the halter on the foal, but to halter train you first let the foal get used to the halter. Do this while you are out there and remove it when you leave. This way the foal will not get tangled while unattended. Next you can progress to leading the foal. This is pressure and release. As soon as the foal steps forward you give them a bit of slack. Pull, slack, pull, slack. You may also find that using a butt rope can be of some assistance. Tying should also be done gradually and you should never just tie a foal. Always tie a horse high and tight, but only after they are trained to submitting to the pressure. They will panic otherwise. I just wrap the lead around a post until the foal learns to submit to the pressure and relaxes. Never leave them unattended and always use a quick-release.
Always make it fun and try to always end the session happily. This is the same way to raise human kids I think!
Everyone has methods that work best for them. I hope this helps.