I would say enjoy it!!! It is so precious to hold you baby while they sleep. And if you need your hands I like the idea of a ring sling for a newborn.
Dont let the books etc stress you out, just do what feels right for you guys.
I remember feeling EXACTLY the same way when Noah was just born (I still do now!).
I am not a great example of the get them to put themselves to sleep though - I still feed and rock N to sleep - I figure he is just a young baby and there will be times in the future when I will WISH he would sleep in my arms... so I do it that way for now and I will deal with the consequences down the track LOL! There were a few wks there when N would fall asleep himself if I fed him til sleepy and then popped him in his cot but that stage only lasted a few weeks and now he prefers his rocking or feeding into deep sleep LOL!
Enjoy this time,, it is sooooo precious!