This is one of the most frustrating aspects of being a new parent. Your puppy is not born knowing what to chew and what not to chew. They chew for the first 6 months (approximately!) because they are teething, and it is your responsibility to help them teethe responsibly!
A lot of people try to wait until their puppies 'grow out of it' - but this can be a bad plan, because if your puppy grows up enjoying your shoes, he might just make a habit out of it!
Here are some tips to make sure your puppy is chewing on their own things;
1) *Rotate, rotate, rotate* : Most people buy their dogs plenty of toys, but leave them all in a basket the puppy can get to whenever it wants. This is often boring for a puppy. So, only give your dog access to half its toys at one time. Then switch!
2) Make sure you're not accidentally playing 'chase' with your dog when its chewing on something its not supposed to! Tons of smart puppies learn quickly to get to play chase, all they have to do is grab something that doesn't belong to them !
3) You can use a taste deterrent, but make sure to try them first yourself! Spray the deterrent in the air, and see if makes your entire body taste badly. These sprays can be really noxious and not good for expecting parents, as well as dogs. Some puppies get sick from them.
4) Make sure your puppy has enough great and satisfying chew toys. It's important to distinguish between a chew toy and a regular toy. Get a Kong that you can stuff with peanut butter and freeze it. Anything frozen will soothe teething :)
6) Never punish your puppy for chewing on inappropriate objects after the chewing has been done! Your puppy will not understand that the object is inappropriate - so instead he will be afraid of you!
7) If your puppy is 6 months or older and is still chewing on inappropriate items, you may have more serious issues like like separation anxiety and stress.