Couple of things to consider, since you found a flea I would recommend that you apply a flea prevention product such as Frontline. Take a look at the video on Fleas and also the one on Parasite Prevention. Be aware if you have other pets that you would need to provide protection for them also. Another common cause of itching in young puppies transitioning to a new home is dryness. This will improve over the first couple weeks. You can also use Fatty Acid supplements such as 3-v caps, Derm caps or Pet Tabs FA to improve the oil quality of her skin.