Yes, over time she'll learn to be more independent. You also have to remember that dogs are pack animals. She sees you as her pack leader so it's natural for her to stay near you - particularly while she's very young as she is now. Is there anyone else in the home who can spend some time with her?
If the toys are always on her level, she may have too many to choose from. Keep them in a basket or something out of reach until it's "play time" or you want to use one as a distraction for her. Pups get over loaded mentally just like small children. Giving her one toy at a time to focus on might help keep her occupied longer.
My two dogs still follow me around the house and outside, but as they got older they were fine with just being within the line of eye sight. If I get really busy like cleaning or something, they give it up and go for a snooze. LOL!
Sugar does have lots of toys so I will try to distract her with them more when she is whining. Also she always follows me everywhere I go in the house will she eventually out grow these things?
She's so young right now that she can't quite understand that she can entertain herself. How do you react when she whines? Do you eventually give in and either play with her or cuddle her?
When she whines, try to redirect her attention to something she can do to entertain herself. There are some great toys available for just this purpose. They have holes in them that you can put kibble or treats and the dog has to think and really work to get the treat. Even a plain chew toy would probably help distract her from you when she gets too demanding.
You'll still have to make certain times of the day "puppy time" - just like you would with a human child. Schedules work great with dogs. They soon learn what time of the day is walk time, play time, nap time, food time, etc.
Most dog training schools have puppy classes for pups as young as 3 months. You might start checking out classes in your area. Good schools will let you observe a class to see how they operate. Obedience training is all about training the owner to communicate with the dog, and should be a part of every puppy's education. Life is so much easier when you both understand one another. :-)