Hi worry,
I have a 5-month old Maltese, and let me share some training tips with you, and hopefully, they'll work on your puppy!!!
Okay, at two and a half months, they are feeling a little insecure, and will want to follow you around. It is okay to put your puppy in the cage at nite, coz you are then training her that her cage is her den, and it's a place where she can be safe, and hopefully, to sleep throughout the nite.
If your cage is not too big, and if you have enough space in your room, I would suggest that you put the puppy, in the cage, and in your room where she can see you, or at least smell you. It will give her a sense of security, knowing that you are there. If not, when you are cuddling and cradling her in the day, wear a t-shirt, and when it comes to the nite, drape the t-shirt over the cage, so that she'll be able to sniff your scent on the t-shirt. Remember, drape the t-shirt over the cage, and NOT put in the cage, becoz she'll destroy the t-shirt!!
At two and a half months, you will need to feed her often, and in smaller quantities. Try 4 meals a day. Please try Monica's suggestion to feed her puppy milk. Most puppy loves their milk, and usually, they won't reject it. Isomil is a good brand, and you can buy it at the pet shops. If fact, when you go to the pet shops, there will be at least a few other brands of puppy milk for you to choose. Try to give the milk to her with room-temperature water. My dog refused to drink warm millk, when he was young!!!
At all times, please DO NOT give them cow's milk, condensed milk, evaporated milk, skimmed milk or fresh milk. Many cases, puppies do get diahorrea, becoz their system cannot process these types of milk. When she is older, you can give her a little soya-milk, but not now. Also, soya and wheat products tend to induce skin-scratching, at least for my dog. So I prefer to just give him puppy milk!!
My puppy is the most finicky eater. When he was three months old, he would only eat dry kibbles from Nutro. There are 2 types of Puppy food, by Nutro (the brand). When you buy, ask the pet shop to tell you which type has the SMALLEST pallets!!! I worked on my puppy, so I'm hoping that it would work for yours.
As for toilet training, at such a tender age, they tend to "wee wee" and "poo poo" a lot! Do not let your puppy have free access to the whole house, unless you have the time to clean up after her. Generally, about 10 to 20 minutes after their meals, they will need to "poo poo". Get lots of newspapers ready, and put them either in the toilet or in the corner where you want her to "poo poo", and immediately bring her to the newspapers. Watch her until she finishes her business, and PRAISE her!! Repeat this process after she wakes up from her naps, early in the morning, and after vigorous play sessions. Toilet-training is generally the hardest, becoz it varies, from puppy to puppy!!! Have patience, becoz it's really important to teach her, when she's young!!
Anyway, enjoy your lovely puppy!!! Remember, she will only be young this once, and take lots of pixs of her.
Here are 2 links with a wealth of information, on Maltese.
http://pub32.ezboard.com/bmaltesefunzclub
http://www.malteseonly.com/
If you still need more information, let me know!