As soon as you want to, just avoid physically hard work. They are fun to do little mind games with, like teaching them to give to pressure and other gentle stuff. People get in trouble when they are tempted to over power foals which isn’t training…it is bullying.
Teaching them to halter, lead, pick up their feet, rub them all over etc. are great places to start. It is also very helpful if foals know theses things incase an emergency happens requiring either mother or foal to be handled. After that you can get creative with the training.
Someone asked me once how young a horse could be taught to bow. I asked a vet and his opinion was, ‘as long as you weren’t being forceful there was no too early.’ He said they are even more flexible when young.
On the other hand, I have trained many horses who were left anywhere from wild to nearly wild until they were yearlings or later. Many large ranches barely handle foals so don’t worry if you don’t have ‘wonder-horse’ as a yearling. From a training standpoint, I prefer untouched over spoiled.
The best is a well balance foal who can be handled but who also spends plenty of time with other horses just being a horse.
Remember if you are worried about something being too physically demanding ask your vet. I have also seen foals that were stressed mentally by the training, or even being hauled back to the stallion for their mothers to be rebred, who developed ulcers.
For me, I have fun with them, teach them enough to be safe and then let them run with the other horses as much as possible. I do little refresher every 4-6 weeks and LOVE to just watch them. I have plenty of time and opportunity to train them as they grow.