Don't pick him up and comfort him. Be happy and positive, turn it in to a fun game ignoring the scary thing that happened. If you treat "scary" things by trying to comfort you will possibly end up with a neurotic, fearful dog. Keep socializing and safely exposing your puppy to new people, places and things, get in a puppy k class ASAP, if you are not already. I know it is hard not to baby a puppy but you want to raise a secure, confident dog.