Here are a couple good tips!
Make sure you stand behind his 'drive line' so you can push him forward. This is an invisible line between his withers and neck. If you are behind it he should go forward, if you are in front of it he should stop. It might be easier to look up videos of this because it's pretty hard to explain without physically showing you. I recommend Clinton Anderson's little YouTube videos.
If you can lunge in a round pen, take the lead rope off and send him around without it. Don't be afraid to get after him if he does not move. Remember to 'ask, tell, make.' While lunging this looks like... point left arm to the left (to send him to the left) and ask if him move forward (say walk on, or click or kiss, whatever he's use to) if he does not move then snap the lunge whip or rope on the ground, if he does not move still pop his hip with it. If you can do this, it should make lunging on a line easier. But you can do this without a pin if you have too.
To practice changing directions, don't forget that you want two eyes and not two heels. When you want him to turn, step in front of the drive line, when he turns to you, point your right hand to the right (if he was already going left) and step behind the drive line and then follow 'ask, tell, make' rules.
There is a lot you can learn to do as you get better on a lunge line like yielding hindquarters and side passing. I wish you the best of luck with your new horse!!