This breed has a long coat atleast most do depending on the parents. Twice a year generally dogs shed their coat and during that time they need to be brushed every day so that the dead coat is taken out so as to allow new hair/ coat to grow.
Otherwise also you should brush your pup atleast twice a week if you cannot do it every day. It will also help in keeping the coat clean and avoid matting. By regular brushing the coat will not be every where in your house and clothes, so its a good idea.
Also see the dogs coat, generally in GSD's the puppy coat shed to allow the adult coat to come and this too may be happening.
What you need to see for worry signs is excessive scratching, redness of the skin in patches, hair falling or baldness in patches, smell coming from the toes or feet. This is when you will need to go to the vet ASAP. Otherwise also you can visit the vet for peace of mind.
A unhealthy diet can also lead to coat loss. Ask your vet as you can also feed yeast tablets which are good for the coat.