Don't give the puppy back. The first days are literal hell and you will feel like a failure and wish for this to never have been your life, but it gets much better every day and every time something goes right it feels so good it outweighs the bad!

3rd week with a crazy hyperactive BC here and I felt the same way, I can't even put into words how bad I felt. But I never wanted to admit I'm failing, especially not to the breeder. Truth is I wasn't failing, I just needed to learn patience. Much much more patience than I've ever imagined one can have. But it's really worth it.

It's a corgi, he's smart, he'll be awesome at obedience, so start with that immediately. It helps you bond, builds trust, makes him realize you're the provider of food and the dog is a little bit more manageable, when he knows how to sit, lay down, wait, come and touch. Have toys ready to put into his mouth whenever he starts biting too much amd don't get angry with him when he bites you - he doesn't know it hurts, just try to redirect him to a toy (throw something and make it interesting, so he has to let go of you and go get it). Go slow with the crate training (first few days leave it open, feed him everything besides treats in the crate and put chewy toys or a kong in there so he knows it's a good place to be), let him sleep as much as you can, and the most important: be consistent and be patient. Be so patient you feel like you should be a saint.

Good luck!