Eve - congratulations and enjoy all the warm cuddles and gurgles.
I do agree with the what the other boarders have said here about baby being too young to really set up any routines right now, it is more about demand feeding and allowing baby to sleep when ever and for however long baby needs.
I know I am going to be "tarred and feathered" for making this statement, but bad habits and sleeping problems (usually - not always - but usually) start with the parents and what we do, not the baby.
At some point, and the decision of when to start is a bit contentious - I prefer to aim for between 6 weeks to 3 months start implementing a sleep routine, and some sort of routine.
The earlier it is done, the easier it is for everyone, and baby does not realise he/she is even being put into a routine - he/she just assumes well feedtime, bathtime, good night, okay that is the way it is.
I do tend to keep baby close by for the first 6 six weeks or so and really feed on demand, and do not cocern myself too much about who is sleeping when or where at this stage.
<But I do keep an eye on the "habits" that I am already starting to implement i.e. is baby only going to sleep if I rock baby? is baby only sleeping if room is dead quiet and we all tiptoe around? will baby only sleep if baby is in same cot, same room, same noise level? and so on.