A: Babies need a lot of holding and rocking. You may worry that so much holding will spoil your baby, but remember that for 9 months in the womb, you "held" him every single minute. So even if you now hold your baby 12 hours a day, that's a sharp 50% cutback from what you were giving him before birth. Between 3-9 months you want to hold your baby a lot(this is why slings are so great), since he will experience joy being in your company and hearing your voice. The closeness will help your baby feel loved and secure, and it will also build a deep sense of trust.
You can put off your worries about spoiling your baby and teaching him limits until he's 9-12 months of age (at the earliest). For now, the lesson you should focus on is: "The people who love you will always be there for you." After confidence has in this fact has been instilled, you can start teaching a new lesson: "While I don't want you to be unhappy, crying doesn't mean you will get everything you want."