Location: Hertfordshire, UK
Joined: May 2010
It sounds very much like marking, rather than peeing (looks and smells the same to us, of course) which is probably a confidence boosting thing. The fact that he follows you everywhere also indicates a lack of confidence at home.
Three weeks is a very short time for him to adjust so bear with it for a while. i am sure things will get better.
Recall - that is going to take some work. If he has been used to running free (presumably you don't know this) he is going to continue to do so. Might be the exact opposite and he has never been allowed free runs so he is making the most of it lol. Keep practising with long line and harness, and when he is more confident by calling him from places around the house as already suggested.
You mention that you haven't had a terrier before - they are different. I love them - they have such great characters, but do come as a bit of a shock for folk who have had placid dogs, or dogs who are always ready to do your bidding. Give him a break - he has a mind of his own which is their greatest asset and - sometimes - their biggest flaw
And I doubt very much he is trying to 'dominate' you (see other posts on Dogsey and Barry Eatons 'dominance fact or fiction' for details of what is probably going on. Terriers - like all dogs, but perhaps to an even greater degree - need consistency and to be really sure where their boundaries are. He will no doubt try to push against these barriers, but that is not him being dominant.
I have lived with terriers - Staffords in my case - for the past fifteen years. They are wonderful, but will try your patience sometimes. They give back much more than they take, though, so just try to adapt your thinking a bit. An example of how bl**dy minded they can be: my bitch, Molly, had a cruciate operation. She was not allowed to do stairs, but she slept upstairs with me, so she had to be carried up and down. She hated being carried (wasn't nasty or anything, but would make herself a dead weight and generally let you know she wasn't impressed lol). A week or so after her op she was carried upstairs and put down on the landing (rather than waiting until she was behind the barrier). She immediately went downstairs and walked straight back up again! It wasn't that she didn't want to be upstairs, she was just making a point.
Have fun with your dog, and keep your sense of humour if you can!