Ferrets are hard to train compared to dogs for several reasons.
They are not concerned about pleasing you – they have no problem with low self-esteem and prefer to please themselves.
They have a very short attention span for anything they don't think of themselves.
When first let out to play, they are so excited that they pay no attention to anything, they just run and leap and renew their acquaintance with their play area and human friends.
Coming when called is the only very useful trick to teach your ferret. This will save a lot of time and anxiety searching for the ferret, or trying to extract him from small spaces if he gets out of his usual play area. Train the ferret by rewarding him (or her) every time he comes when called. The best reward is a favorite food. Most ferrets like chicken or liver flavored semi-moist treats, and all ferrets love supplements such as Ferretone, Linatone, or Drs. Foster & Smith Vitacal. The advantage to the semi-moist treats is that you can shake the box when you call the ferret, and he will soon come to the sound of the rattle. You could use some other sound to go with the Ferretone or Vitacal treat. Of course, you can use the ferret's name, but if you have several ferrets (and most ferret owners do), you can call all of them at once with a single recognized word – 'Treats!' If you are consistent, the ferrets will quickly associate the sound and the treat, and come running from wherever they are.
Before you start trying to train a ferret to do anything, allow him to slow down after his initial exuberant play, because he will not learn much until he can pay attention. Always take the ferret to the same area for lessons, preferably away from distractions or other ferrets, and both the place and the sound of the treat container will be associated with a pleasant experience. The most important lesson is coming when called, but people have taught ferrets to sit up, roll over, fetch things, and more theatrical tricks by using the simple method of reward and repetition.